+96.4%
SHOP vs VGT
+123.6%
-27.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.3% |
| 7D | -10.6% | +1.5% | -12.1% | -12.2% |
| 30D | -18.3% | +0.5% | -18.8% | -18.8% |
| 3M | +14.8% | +5.3% | +9.6% | +5.2% |
| 6M | -5.0% | +32.4% | -37.5% | -37.8% |
| YTD | -21.2% | +28.6% | -49.8% | -46.0% |
| 1Y | -11.6% | +37.6% | -49.2% | -44.6% |
| All | +96.4% | +123.6% | -27.2% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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