+3,003.4%
SHOP vs URA
+371.9%
+2,631.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.1% | -10.7% | -9.1% |
| 7D | -4.1% | +8.1% | -12.2% | -7.8% |
| 30D | -11.5% | +5.8% | -17.3% | -14.3% |
| 3M | +21.1% | +3.4% | +17.6% | +17.4% |
| 6M | +3.0% | -2.6% | +5.6% | +1.1% |
| YTD | -16.7% | +11.2% | -27.9% | -25.5% |
| 1Y | -8.3% | +19.8% | -28.1% | -22.6% |
| 3Y | +112.8% | +121.5% | -8.6% | +23.3% |
| 5Y | -9.3% | +134.5% | -143.7% | -50.0% |
| 10Y | +3,003.4% | +376.7% | +2,626.8% | +927.6% |
| All | +3,003.4% | +371.9% | +2,631.5% | +927.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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