+0.2%
SHOP vs URI
+214.4%
-214.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.3% | -0.4% |
| 7D | -2.5% | +2.6% | -5.0% | -3.8% |
| 30D | -16.7% | +9.1% | -25.8% | -20.9% |
| 3M | -2.2% | +1.0% | -3.2% | -3.8% |
| 6M | +45.6% | +23.3% | +22.2% | +25.4% |
| YTD | -7.3% | +43.3% | -50.6% | -31.7% |
| 1Y | -6.1% | +35.9% | -42.0% | -28.2% |
| 3Y | +143.3% | +158.6% | -15.3% | +6.7% |
| 5Y | +0.2% | +213.1% | -213.0% | -66.6% |
| All | +0.2% | +214.4% | -214.3% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling