-12.1%
SHOP vs UPS
-34.3%
+22.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -0.6% |
| 7D | +2.1% | -0.6% | +2.7% | +2.4% |
| 30D | -16.8% | +16.4% | -33.3% | -24.1% |
| 3M | -2.4% | +7.9% | -10.3% | -7.0% |
| 6M | +47.0% | +15.8% | +31.2% | +32.7% |
| YTD | -8.8% | +16.6% | -25.4% | -20.2% |
| 1Y | -6.3% | +22.3% | -28.6% | -20.8% |
| 3Y | +139.3% | -6.2% | +145.5% | +121.8% |
| 5Y | -12.1% | -34.4% | +22.3% | +9.6% |
| All | -12.1% | -34.3% | +22.2% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling