+120.5%
SHOP vs USB
+95.2%
+25.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.3% |
| 7D | -5.1% | +1.4% | -6.5% | -6.1% |
| 30D | +0.6% | -1.3% | +1.9% | +1.6% |
| 3M | +25.0% | +15.2% | +9.8% | +10.8% |
| 6M | +11.9% | +18.8% | -6.9% | -3.9% |
| YTD | -9.9% | +21.0% | -30.9% | -23.8% |
| 1Y | 0.0% | +34.0% | -34.1% | -22.7% |
| All | +120.5% | +95.2% | +25.3% | +13.7% |
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