+48.8%
SHOP vs U
-43.0%
+91.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.6% | -10.2% | -8.8% |
| 7D | -4.1% | +4.5% | -8.6% | -6.2% |
| 30D | -11.5% | -0.6% | -10.9% | -11.5% |
| 3M | +21.1% | +48.4% | -27.4% | -0.6% |
| 6M | +3.0% | +115.4% | -112.4% | -29.5% |
| YTD | -16.7% | -3.2% | -13.5% | -20.3% |
| 1Y | -8.3% | -6.0% | -2.2% | -13.3% |
| 3Y | +112.8% | +13.5% | +99.4% | +58.9% |
| 5Y | -9.3% | -68.0% | +58.7% | +11.0% |
| All | +48.8% | -43.0% | +91.8% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling