+116.8%
SHOP vs USAR
-18.7%
+135.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.8% | -7.3% | +3.4% |
| 7D | -5.4% | -14.5% | +9.1% | -5.3% |
| 30D | -10.3% | -37.8% | +27.5% | -9.8% |
| 3M | +1.0% | -52.8% | +53.8% | +1.9% |
| 6M | +41.2% | -71.2% | +112.5% | +42.9% |
| YTD | -7.5% | -30.9% | +23.4% | -6.8% |
| 1Y | -4.6% | -48.0% | +43.4% | -3.8% |
| 3Y | +146.4% | -19.7% | +166.1% | +112.5% |
| All | +116.8% | -18.7% | +135.5% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling