0.0%
SHOP vs USAR
+27.9%
-27.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -5.1% | -2.1% | -3.0% | -5.0% |
| 30D | +0.6% | +2.6% | -2.0% | +0.5% |
| 3M | +25.0% | -35.0% | +60.1% | +26.9% |
| 6M | +11.9% | -6.9% | +18.8% | +10.9% |
| YTD | -9.9% | +48.0% | -57.8% | -13.2% |
| 1Y | 0.0% | +24.8% | -24.8% | -0.9% |
| All | 0.0% | +27.9% | -27.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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