+8,434.7%
SHOP vs UPS
+53.3%
+8,381.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.1% |
| 7D | -5.1% | -2.9% | -2.2% | -3.5% |
| 30D | +0.6% | -3.5% | +4.1% | +2.6% |
| 3M | +25.0% | -5.7% | +30.7% | +28.2% |
| 6M | +11.9% | -4.4% | +16.3% | +12.6% |
| YTD | -9.9% | +8.0% | -17.9% | -16.1% |
| 1Y | 0.0% | +29.0% | -29.1% | -16.7% |
| 3Y | +117.5% | -27.7% | +145.2% | +147.1% |
| 5Y | -6.6% | -34.3% | +27.7% | +13.2% |
| 10Y | +3,320.3% | +37.8% | +3,282.5% | +2,255.8% |
| All | +8,434.7% | +53.3% | +8,381.4% | +5,262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling