0.0%
SHOP vs UPS
+27.3%
-27.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | -5.1% | -2.9% | -2.2% | -4.5% |
| 30D | +0.6% | -3.5% | +4.1% | +1.3% |
| 3M | +25.0% | -5.7% | +30.7% | +25.8% |
| 6M | +11.9% | -4.4% | +16.3% | +11.2% |
| YTD | -9.9% | +8.0% | -17.9% | -14.9% |
| 1Y | 0.0% | +29.0% | -29.1% | -17.1% |
| All | 0.0% | +27.3% | -27.3% | -17.1% |
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