-8.3%
SHOP vs USAR
+29.1%
-37.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.3% | -7.9% | -7.6% |
| 7D | -4.1% | +2.3% | -6.4% | -4.2% |
| 30D | -11.5% | -8.6% | -2.9% | -11.3% |
| 3M | +21.1% | -20.5% | +41.5% | +21.8% |
| 6M | +3.0% | +1.2% | +1.8% | +2.0% |
| YTD | -16.7% | +48.4% | -65.1% | -19.8% |
| 1Y | -8.3% | +30.6% | -38.9% | -12.3% |
| All | -8.3% | +29.1% | -37.4% | -12.3% |
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