+3,772.8%
SHOP vs URI
+1,189.9%
+2,583.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.3% |
| 7D | +2.1% | +9.3% | -7.2% | -1.4% |
| 30D | -16.8% | +7.6% | -24.4% | -19.4% |
| 3M | -2.4% | +1.0% | -3.5% | -3.5% |
| 6M | +47.0% | +19.8% | +27.2% | +34.3% |
| YTD | -8.8% | +41.9% | -50.7% | -25.0% |
| 1Y | -6.3% | +33.4% | -39.6% | -20.8% |
| 3Y | +139.3% | +156.0% | -16.7% | +52.4% |
| 5Y | -12.1% | +209.5% | -221.6% | -48.8% |
| All | +3,772.8% | +1,189.9% | +2,583.0% | +1,539.2% |
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