+65.2%
SHOP vs U
-31.3%
+96.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +1.0% |
| 7D | -5.4% | +36.6% | -42.0% | -19.3% |
| 30D | -10.3% | +13.3% | -23.6% | -16.8% |
| 3M | +1.0% | +26.2% | -25.2% | -11.5% |
| 6M | +41.2% | +88.7% | -47.5% | +1.6% |
| YTD | -7.5% | +16.6% | -24.1% | -20.5% |
| 1Y | -4.6% | +29.0% | -33.5% | -22.4% |
| 3Y | +146.4% | +99.5% | +46.9% | +34.9% |
| 5Y | -2.5% | -66.1% | +63.6% | +12.3% |
| All | +65.2% | -31.3% | +96.6% | +50.0% |
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