+8,680.0%
SHOP vs UL
+90.6%
+8,589.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | -2.5% | -1.7% | -0.8% | -1.8% |
| 30D | -16.7% | +4.5% | -21.2% | -18.5% |
| 3M | -2.2% | +5.5% | -7.7% | -4.5% |
| 6M | +45.6% | +17.0% | +28.6% | +35.7% |
| YTD | -7.3% | +3.2% | -10.5% | -9.8% |
| 1Y | -6.1% | -1.9% | -4.2% | -6.8% |
| 3Y | +143.3% | +33.6% | +109.8% | +98.8% |
| 5Y | +0.2% | +31.5% | -31.3% | -18.6% |
| 10Y | +3,663.5% | +103.9% | +3,559.6% | +2,283.3% |
| All | +8,680.0% | +90.6% | +8,589.4% | +5,505.4% |
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