+8,434.7%
SHOP vs URA
+187.1%
+8,247.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -5.1% | +1.1% | -6.2% | -5.6% |
| 30D | +0.6% | +7.4% | -6.8% | -3.1% |
| 3M | +25.0% | -8.4% | +33.4% | +28.8% |
| 6M | +11.9% | -12.7% | +24.6% | +16.0% |
| YTD | -9.9% | +7.8% | -17.7% | -18.0% |
| 1Y | 0.0% | +19.5% | -19.5% | -15.5% |
| 3Y | +117.5% | +116.4% | +1.1% | +27.8% |
| 5Y | -6.6% | +134.3% | -140.9% | -48.2% |
| 10Y | +3,320.3% | +359.3% | +2,961.1% | +1,079.1% |
| All | +8,434.7% | +187.1% | +8,247.6% | +1,862.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling