-4.9%
SHOP vs UPS
+29.9%
-34.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.7% | +2.6% | +6.7% |
| 7D | -9.0% | +8.2% | -17.3% | -9.8% |
| 30D | -4.4% | +22.7% | -27.2% | -6.5% |
| 3M | +24.1% | +6.4% | +17.7% | +23.3% |
| 6M | +20.0% | +22.6% | -2.6% | +18.3% |
| YTD | -4.9% | +20.7% | -25.6% | -8.6% |
| 1Y | -4.9% | +30.6% | -35.6% | -8.0% |
| All | -4.9% | +29.9% | -34.9% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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