+66.2%
SHOP vs UMAC
+549.5%
-483.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +9.3% | -16.9% | -8.1% |
| 7D | -4.1% | +14.7% | -18.8% | -4.9% |
| 30D | -11.5% | -0.5% | -11.0% | -11.8% |
| 3M | +21.1% | +0.5% | +20.5% | +19.8% |
| 6M | +3.0% | +57.9% | -54.9% | -2.2% |
| YTD | -16.7% | +103.9% | -120.6% | -22.3% |
| 1Y | -8.3% | +159.3% | -167.6% | -15.8% |
| All | +66.2% | +549.5% | -483.3% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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