+8,355.9%
SHOP vs URI
+963.4%
+7,392.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -7.1% | +1.1% | -3.5% |
| 7D | -13.9% | -12.9% | -0.9% | -9.6% |
| 30D | -12.6% | -3.4% | -9.2% | -11.7% |
| 3M | -0.3% | -10.0% | +9.7% | +2.8% |
| 6M | +33.6% | +12.2% | +21.4% | +25.7% |
| YTD | -10.7% | +29.8% | -40.4% | -22.8% |
| 1Y | -11.8% | +24.6% | -36.4% | -22.5% |
| 3Y | +133.9% | +137.6% | -3.7% | +60.1% |
| 5Y | -5.9% | +176.6% | -182.5% | -39.5% |
| 10Y | +3,571.8% | +1,402.6% | +2,169.2% | +1,288.2% |
| All | +8,355.9% | +963.4% | +7,392.5% | +3,974.0% |
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