+112.8%
SHOP vs UL
+24.1%
+88.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.5% | -7.6% |
| 7D | -4.1% | -1.3% | -2.8% | -4.2% |
| 30D | -11.5% | +0.9% | -12.4% | -11.5% |
| 3M | +21.1% | +14.2% | +6.8% | +23.4% |
| 6M | +3.0% | -3.2% | +6.2% | +1.9% |
| YTD | -16.7% | -0.3% | -16.4% | -17.5% |
| 1Y | -8.3% | -8.8% | +0.5% | -9.8% |
| 3Y | +112.8% | +23.9% | +89.0% | +91.7% |
| All | +112.8% | +24.1% | +88.7% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling