-5.6%
SHOP vs UAL
+142.0%
-147.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.8% |
| 7D | -5.1% | +0.7% | -5.8% | -5.4% |
| 30D | +0.6% | -16.1% | +16.7% | +9.7% |
| 3M | +25.0% | +6.1% | +18.9% | +19.9% |
| 6M | +11.9% | +10.8% | +1.1% | +2.9% |
| YTD | -9.9% | -0.4% | -9.5% | -13.0% |
| 1Y | 0.0% | +5.0% | -5.1% | -6.9% |
| 3Y | +117.5% | +124.0% | -6.5% | +23.7% |
| All | -5.6% | +142.0% | -147.6% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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