-4.9%
SHOP vs UMC
+112.5%
-117.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.1% | +9.4% | +7.2% |
| 7D | -9.0% | -14.7% | +5.6% | -9.7% |
| 30D | -4.4% | -32.9% | +28.4% | -6.5% |
| 3M | +24.1% | -22.2% | +46.3% | +22.8% |
| 6M | +20.0% | +25.9% | -5.9% | +19.3% |
| YTD | -4.9% | +107.9% | -112.9% | -11.5% |
| 1Y | -4.9% | +115.0% | -119.9% | -14.6% |
| All | -4.9% | +112.5% | -117.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling