+79.9%
SHOP vs UMAC
+494.0%
-414.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.4% |
| 7D | -5.1% | -0.9% | -4.2% | -5.1% |
| 30D | +0.6% | -7.7% | +8.2% | +0.7% |
| 3M | +25.0% | -26.4% | +51.5% | +25.9% |
| 6M | +11.9% | +61.9% | -49.9% | +6.2% |
| YTD | -9.9% | +86.5% | -96.4% | -15.5% |
| 1Y | 0.0% | +156.3% | -156.4% | -8.1% |
| All | +79.9% | +494.0% | -414.1% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling