-9.3%
SHOP vs UL
+22.5%
-31.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.5% | -7.3% |
| 7D | -4.1% | -1.3% | -2.8% | -3.7% |
| 30D | -11.5% | +0.9% | -12.4% | -11.7% |
| 3M | +21.1% | +14.2% | +6.8% | +16.6% |
| 6M | +3.0% | -3.2% | +6.2% | +4.0% |
| YTD | -16.7% | -0.3% | -16.4% | -17.4% |
| 1Y | -8.3% | -8.8% | +0.5% | -6.3% |
| 3Y | +112.8% | +23.9% | +89.0% | +78.7% |
| 5Y | -9.3% | +21.4% | -30.6% | -33.1% |
| All | -9.3% | +22.5% | -31.7% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling