+3,259.3%
SHOP vs USB
+107.5%
+3,151.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -5.1% | +1.4% | -6.5% | -5.7% |
| 30D | +0.6% | -1.3% | +1.9% | +1.2% |
| 3M | +25.0% | +15.2% | +9.8% | +17.2% |
| 6M | +11.9% | +18.8% | -6.9% | +3.3% |
| YTD | -9.9% | +21.0% | -30.9% | -17.4% |
| 1Y | 0.0% | +34.0% | -34.1% | -12.3% |
| 3Y | +117.5% | +95.3% | +22.2% | +65.6% |
| 5Y | -6.6% | +40.4% | -47.0% | -21.5% |
| All | +3,259.3% | +107.5% | +3,151.8% | +2,402.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling