+2,993.7%
SHOP vs UPS
+37.9%
+2,955.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -11.2% | -2.0% | -9.3% | -10.2% |
| 30D | -14.4% | -2.0% | -12.4% | -13.3% |
| 3M | +16.6% | -6.2% | +22.8% | +20.0% |
| 6M | -0.6% | +2.8% | -3.3% | -3.5% |
| YTD | -20.0% | +5.9% | -25.9% | -24.4% |
| 1Y | -11.2% | +26.2% | -37.4% | -24.5% |
| 3Y | +99.5% | -26.0% | +125.5% | +122.4% |
| 5Y | -13.2% | -34.3% | +21.1% | +4.8% |
| All | +2,993.7% | +37.9% | +2,955.8% | +2,149.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling