-4.9%
SHOP vs USB
+36.4%
-41.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +6.2% |
| 7D | -9.0% | +2.4% | -11.4% | -10.1% |
| 30D | -4.4% | +6.6% | -11.0% | -7.8% |
| 3M | +24.1% | -4.1% | +28.2% | +27.6% |
| 6M | +20.0% | +12.5% | +7.5% | +9.9% |
| YTD | -4.9% | +17.6% | -22.6% | -18.2% |
| 1Y | -4.9% | +36.5% | -41.4% | -31.3% |
| All | -4.9% | +36.4% | -41.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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