-6.1%
SHOP vs URI
+36.1%
-42.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.3% | +1.8% |
| 7D | -2.5% | +2.4% | -4.9% | -2.6% |
| 30D | -16.7% | +8.9% | -25.6% | -16.7% |
| 3M | -2.2% | +0.8% | -3.0% | -2.5% |
| 6M | +45.6% | +23.1% | +22.4% | +45.3% |
| YTD | -7.3% | +43.1% | -50.3% | -13.5% |
| 1Y | -6.1% | +35.7% | -41.8% | -7.3% |
| All | -6.1% | +36.1% | -42.2% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling