+3,647.2%
SHOP vs URI
+1,313.6%
+2,333.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.9% | -4.8% | -0.5% |
| 7D | -2.7% | -4.0% | +1.4% | -1.3% |
| 30D | -11.0% | +6.8% | -17.8% | -13.5% |
| 3M | +0.3% | -2.8% | +3.1% | +0.7% |
| 6M | +37.7% | +20.9% | +16.9% | +25.4% |
| YTD | -5.5% | +40.2% | -45.8% | -21.9% |
| 1Y | -0.2% | +34.1% | -34.3% | -15.9% |
| 3Y | +151.9% | +164.1% | -12.3% | +58.7% |
| 5Y | -2.2% | +199.3% | -201.5% | -42.2% |
| 10Y | +3,647.2% | +1,218.8% | +2,428.3% | +1,660.8% |
| All | +3,647.2% | +1,313.6% | +2,333.5% | +1,660.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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