+137.9%
SHOP vs USB
+90.4%
+47.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -4.5% |
| 7D | -13.9% | -1.5% | -12.4% | -12.7% |
| 30D | -12.6% | +4.3% | -16.9% | -15.3% |
| 3M | -0.3% | -6.1% | +5.7% | +4.4% |
| 6M | +33.6% | +9.4% | +24.2% | +23.4% |
| YTD | -10.7% | +15.2% | -25.9% | -21.2% |
| 1Y | -11.8% | +32.8% | -44.5% | -30.6% |
| All | +137.9% | +90.4% | +47.4% | +50.1% |
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