+61.0%
SHOP vs U
-44.5%
+105.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -5.1% | -3.8% | -1.3% | -3.3% |
| 30D | +0.6% | +17.5% | -16.9% | -7.4% |
| 3M | +25.0% | +38.7% | -13.7% | +6.2% |
| 6M | +11.9% | +104.4% | -92.5% | -21.3% |
| YTD | -9.9% | -5.7% | -4.2% | -12.6% |
| 1Y | 0.0% | +3.7% | -3.7% | -10.1% |
| 3Y | +117.5% | +12.3% | +105.2% | +63.0% |
| 5Y | -6.6% | -68.8% | +62.2% | +15.7% |
| All | +61.0% | -44.5% | +105.4% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling