+3,781.0%
SHOP vs UL
+109.3%
+3,671.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -1.2% | +1.1% | -2.3% | -1.7% |
| 30D | -14.7% | +4.5% | -19.2% | -16.4% |
| 3M | -7.2% | +6.5% | -13.7% | -9.6% |
| 6M | +54.2% | +18.2% | +36.0% | +43.9% |
| YTD | -8.6% | +4.7% | -13.3% | -11.5% |
| 1Y | +0.5% | +0.8% | -0.3% | -1.2% |
| 3Y | +135.9% | +35.9% | +100.1% | +92.8% |
| 5Y | -11.9% | +33.4% | -45.3% | -28.3% |
| All | +3,781.0% | +109.3% | +3,671.7% | +2,813.5% |
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