+8,434.7%
SHOP vs UMC
+1,496.2%
+6,938.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -2.2% |
| 7D | -5.1% | +5.0% | -10.1% | -6.9% |
| 30D | +0.6% | +7.7% | -7.1% | -2.5% |
| 3M | +25.0% | +1.7% | +23.4% | +17.9% |
| 6M | +11.9% | +113.9% | -102.0% | -24.9% |
| YTD | -9.9% | +168.9% | -178.8% | -47.7% |
| 1Y | 0.0% | +207.2% | -207.2% | -45.5% |
| 3Y | +117.5% | +227.7% | -110.2% | +13.5% |
| 5Y | -6.6% | +118.0% | -124.7% | -44.1% |
| 10Y | +3,320.3% | +1,682.1% | +1,638.2% | +939.2% |
| All | +8,434.7% | +1,496.2% | +6,938.5% | +2,063.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling