+2,989.4%
SHOP vs UL
+65.2%
+2,924.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -4.8% |
| 7D | -10.6% | -3.2% | -7.4% | -9.4% |
| 30D | -18.3% | -0.6% | -17.7% | -18.0% |
| 3M | +14.8% | +9.4% | +5.4% | +10.8% |
| 6M | -5.0% | -4.1% | -0.9% | -3.7% |
| YTD | -21.2% | -2.0% | -19.3% | -21.5% |
| 1Y | -11.6% | -9.0% | -2.6% | -9.4% |
| 3Y | +101.2% | +21.8% | +79.4% | +73.2% |
| 5Y | -15.7% | +20.6% | -36.3% | -28.4% |
| 10Y | +2,989.4% | +67.7% | +2,921.7% | +2,282.6% |
| All | +2,989.4% | +65.2% | +2,924.2% | +2,282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling