+3,647.2%
SHOP vs URA
+307.1%
+3,340.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.2% | -4.1% | -0.9% |
| 7D | -2.7% | +4.3% | -6.9% | -4.7% |
| 30D | -11.0% | -11.7% | +0.7% | -5.7% |
| 3M | +0.3% | -23.5% | +23.9% | +13.1% |
| 6M | +37.7% | -37.8% | +75.5% | +68.8% |
| YTD | -5.5% | -19.6% | +14.1% | -1.6% |
| 1Y | -0.2% | -24.8% | +24.5% | +7.2% |
| 3Y | +151.9% | +47.0% | +104.9% | +79.1% |
| 5Y | -2.2% | +35.4% | -37.6% | -30.4% |
| 10Y | +3,647.2% | +302.3% | +3,344.8% | +1,272.5% |
| All | +3,647.2% | +307.1% | +3,340.0% | +1,272.5% |
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