-6.3%
SHOP vs UPS
+23.1%
-29.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -1.3% |
| 7D | +2.1% | -0.6% | +2.7% | +2.2% |
| 30D | -16.8% | +16.4% | -33.3% | -18.5% |
| 3M | -2.4% | +7.9% | -10.3% | -3.1% |
| 6M | +47.0% | +15.8% | +31.2% | +44.5% |
| YTD | -8.8% | +16.6% | -25.4% | -15.3% |
| 1Y | -6.3% | +22.3% | -28.6% | -14.7% |
| All | -6.3% | +23.1% | -29.4% | -14.7% |
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