-11.2%
SHOP vs URI
+203.0%
-214.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.9% |
| 7D | -1.2% | +6.7% | -7.9% | -4.7% |
| 30D | -14.7% | +8.9% | -23.6% | -18.9% |
| 3M | -7.2% | +0.5% | -7.7% | -8.5% |
| 6M | +54.2% | +20.7% | +33.5% | +34.4% |
| YTD | -8.6% | +40.0% | -48.7% | -31.9% |
| 1Y | +0.5% | +34.4% | -33.9% | -22.9% |
| 3Y | +135.9% | +149.5% | -13.5% | +5.9% |
| All | -11.2% | +203.0% | -214.2% | -70.3% |
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 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