0.0%
SHOP vs U
+6.4%
-6.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -5.1% | -3.8% | -1.3% | -3.6% |
| 30D | +0.6% | +17.5% | -16.9% | -6.1% |
| 3M | +25.0% | +38.7% | -13.7% | +9.0% |
| 6M | +11.9% | +104.4% | -92.5% | -14.7% |
| YTD | -9.9% | -5.7% | -4.2% | -15.1% |
| 1Y | 0.0% | +3.7% | -3.7% | -8.9% |
| All | 0.0% | +6.4% | -6.4% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling