+8,844.7%
SHOP vs UL
+93.0%
+8,751.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | -2.7% | +0.3% | -2.9% | -2.7% |
| 30D | -11.0% | +7.0% | -18.0% | -13.7% |
| 3M | +0.3% | +5.8% | -5.5% | -2.1% |
| 6M | +37.7% | +16.1% | +21.6% | +28.9% |
| YTD | -5.5% | +4.5% | -10.0% | -8.6% |
| 1Y | -0.2% | -1.3% | +1.1% | -1.2% |
| 3Y | +151.9% | +35.0% | +116.9% | +105.0% |
| 5Y | -2.2% | +31.9% | -34.1% | -20.5% |
| 10Y | +3,647.2% | +99.3% | +3,547.9% | +2,314.2% |
| All | +8,844.7% | +93.0% | +8,751.7% | +5,580.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling