+96.4%
SHOP vs UPS
-27.1%
+123.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -4.9% |
| 7D | -10.6% | -3.7% | -7.0% | -9.2% |
| 30D | -18.3% | -3.7% | -14.6% | -16.9% |
| 3M | +14.8% | -6.6% | +21.4% | +17.3% |
| 6M | -5.0% | +2.6% | -7.6% | -7.2% |
| YTD | -21.2% | +4.8% | -26.0% | -24.6% |
| 1Y | -11.6% | +25.3% | -36.9% | -22.8% |
| All | +96.4% | -27.1% | +123.5% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling