+135.9%
SHOP vs USAR
-20.4%
+156.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | -1.2% | -0.8% | -0.4% | -1.2% |
| 30D | -14.7% | -20.9% | +6.2% | -14.5% |
| 3M | -7.2% | -56.2% | +48.9% | -6.3% |
| 6M | +54.2% | -67.9% | +122.1% | +55.9% |
| YTD | -8.6% | -31.4% | +22.8% | -7.9% |
| 1Y | +0.5% | -45.1% | +45.6% | +1.3% |
| 3Y | +135.9% | -20.3% | +156.3% | +83.4% |
| All | +135.9% | -20.4% | +156.3% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling