+3,480.3%
SHOP vs USB
+93.8%
+3,386.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -5.1% |
| 7D | -13.9% | -1.5% | -12.4% | -13.2% |
| 30D | -12.6% | +4.3% | -16.9% | -14.2% |
| 3M | -0.3% | -6.1% | +5.7% | +2.4% |
| 6M | +33.6% | +9.4% | +24.2% | +28.0% |
| YTD | -10.7% | +15.2% | -25.9% | -16.4% |
| 1Y | -11.8% | +32.8% | -44.5% | -22.3% |
| 3Y | +133.9% | +91.3% | +42.6% | +80.3% |
| 5Y | -5.9% | +22.7% | -28.6% | -17.8% |
| All | +3,480.3% | +93.8% | +3,386.5% | +3,030.8% |
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