-2.9%
SHOP vs URA
+33.4%
-36.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.8% | +1.2% |
| 7D | -5.4% | -4.1% | -1.3% | -3.3% |
| 30D | -10.3% | -19.0% | +8.7% | +0.4% |
| 3M | +1.0% | -25.1% | +26.1% | +17.0% |
| 6M | +41.2% | -44.5% | +85.7% | +89.9% |
| YTD | -7.5% | -24.3% | +16.8% | -1.4% |
| 1Y | -4.6% | -28.1% | +23.5% | +4.6% |
| 3Y | +146.4% | +40.7% | +105.7% | +51.8% |
| All | -2.9% | +33.4% | -36.3% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling