-11.2%
SHOP vs UMC
+238.8%
-250.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +1.8% |
| 7D | -11.2% | +9.0% | -20.2% | -10.9% |
| 30D | -14.4% | +17.2% | -31.6% | -13.9% |
| 3M | +16.6% | +11.4% | +5.2% | +15.7% |
| 6M | -0.6% | +137.5% | -138.1% | -4.5% |
| YTD | -20.0% | +193.1% | -213.1% | -30.2% |
| 1Y | -11.2% | +240.3% | -251.5% | -27.3% |
| All | -11.2% | +238.8% | -250.0% | -27.3% |
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