+3,781.0%
SHOP vs UMC
+1,272.7%
+2,508.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.0% |
| 7D | -1.2% | +11.2% | -12.4% | -5.1% |
| 30D | -14.7% | -28.0% | +13.3% | -4.7% |
| 3M | -7.2% | -20.5% | +13.3% | -1.6% |
| 6M | +54.2% | -1.6% | +55.7% | +40.1% |
| YTD | -8.6% | +99.4% | -108.0% | -43.6% |
| 1Y | +0.5% | +120.4% | -119.9% | -41.0% |
| 3Y | +135.9% | +134.2% | +1.7% | +31.8% |
| 5Y | -11.9% | +78.8% | -90.7% | -45.5% |
| All | +3,781.0% | +1,272.7% | +2,508.3% | +1,059.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling