+2,941.1%
SHOP vs UMC
+1,818.5%
+1,122.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.8% |
| 7D | -13.2% | +11.4% | -24.6% | -17.0% |
| 30D | -17.0% | +16.8% | -33.8% | -22.3% |
| 3M | +17.0% | +19.1% | -2.1% | +2.8% |
| 6M | -2.1% | +137.4% | -139.6% | -38.3% |
| YTD | -21.4% | +186.4% | -207.7% | -56.7% |
| 1Y | -11.0% | +229.1% | -240.1% | -54.2% |
| 3Y | +100.9% | +257.9% | -157.0% | -2.3% |
| 5Y | -14.7% | +137.5% | -152.2% | -52.0% |
| All | +2,941.1% | +1,818.5% | +1,122.6% | +705.9% |
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