-8.3%
SHOP vs U
-3.2%
-5.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.6% | -10.2% | -8.6% |
| 7D | -4.1% | +4.5% | -8.6% | -5.8% |
| 30D | -11.5% | -0.6% | -10.9% | -11.5% |
| 3M | +21.1% | +48.4% | -27.4% | +2.4% |
| 6M | +3.0% | +115.4% | -112.4% | -23.5% |
| YTD | -16.7% | -3.2% | -13.5% | -22.3% |
| 1Y | -8.3% | -6.0% | -2.2% | -13.8% |
| All | -8.3% | -3.2% | -5.1% | -13.8% |
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