+146.4%
SHOP vs USB
+89.5%
+56.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +4.0% |
| 7D | -5.4% | 0.0% | -5.4% | -5.3% |
| 30D | -10.3% | +5.8% | -16.2% | -14.0% |
| 3M | +1.0% | -6.0% | +7.0% | +5.7% |
| 6M | +41.2% | +7.8% | +33.5% | +32.1% |
| YTD | -7.5% | +14.6% | -22.1% | -18.0% |
| 1Y | -4.6% | +31.8% | -36.4% | -24.5% |
| 3Y | +146.4% | +91.5% | +54.9% | +56.0% |
| All | +146.4% | +89.5% | +56.9% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling