+96.4%
SHOP vs UMC
+262.0%
-165.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.0% | -9.4% | -6.1% |
| 7D | -10.6% | +13.6% | -24.2% | -12.8% |
| 30D | -18.3% | +20.8% | -39.1% | -21.3% |
| 3M | +14.8% | +16.1% | -1.3% | +6.9% |
| 6M | -5.0% | +137.3% | -142.3% | -31.4% |
| YTD | -21.2% | +193.8% | -215.0% | -51.9% |
| 1Y | -11.6% | +236.1% | -247.7% | -50.2% |
| All | +96.4% | +262.0% | -165.6% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling