-11.2%
SHOP vs U
-73.3%
+62.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | -2.3% |
| 7D | -1.2% | +2.6% | -3.8% | -2.5% |
| 30D | -14.7% | +27.6% | -42.3% | -25.3% |
| 3M | -7.2% | +15.3% | -22.5% | -15.5% |
| 6M | +54.2% | +96.4% | -42.2% | +7.3% |
| YTD | -8.6% | +19.6% | -28.2% | -23.0% |
| 1Y | +0.5% | +42.1% | -41.6% | -22.8% |
| 3Y | +135.9% | +87.5% | +48.4% | +29.5% |
| All | -11.2% | -73.3% | +62.1% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling