+8,434.7%
SHOP vs URI
+928.9%
+7,505.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -1.1% |
| 7D | -5.1% | -2.0% | -3.1% | -4.4% |
| 30D | +0.6% | -12.9% | +13.5% | +5.5% |
| 3M | +25.0% | -6.7% | +31.8% | +26.8% |
| 6M | +11.9% | +19.0% | -7.1% | +1.6% |
| YTD | -9.9% | +25.5% | -35.4% | -20.9% |
| 1Y | 0.0% | +5.5% | -5.6% | -6.3% |
| 3Y | +117.5% | +111.3% | +6.2% | +56.2% |
| 5Y | -6.6% | +198.6% | -205.2% | -40.7% |
| 10Y | +3,320.3% | +1,179.9% | +2,140.4% | +1,254.3% |
| All | +8,434.7% | +928.9% | +7,505.9% | +4,078.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling