+3,608.8%
SHOP vs URI
+1,374.0%
+2,234.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.2% |
| 7D | -5.4% | -9.8% | +4.3% | -1.9% |
| 30D | -10.3% | +1.7% | -12.1% | -11.1% |
| 3M | +1.0% | -9.1% | +10.1% | +4.0% |
| 6M | +41.2% | +9.9% | +31.4% | +33.6% |
| YTD | -7.5% | +31.2% | -38.7% | -21.2% |
| 1Y | -4.6% | +25.9% | -30.5% | -17.3% |
| 3Y | +146.4% | +147.4% | -1.0% | +61.2% |
| 5Y | -2.5% | +179.7% | -182.3% | -40.1% |
| All | +3,608.8% | +1,374.0% | +2,234.9% | +1,650.4% |
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