0.0%
SHOP vs VIAV
+200.0%
-200.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.5% |
| 7D | -5.1% | -4.6% | -0.5% | -5.2% |
| 30D | +0.6% | -10.4% | +11.0% | +0.4% |
| 3M | +25.0% | -34.5% | +59.5% | +25.8% |
| 6M | +11.9% | +7.0% | +4.9% | +5.9% |
| YTD | -9.9% | +95.6% | -105.5% | -22.4% |
| 1Y | 0.0% | +197.2% | -197.2% | -29.0% |
| All | 0.0% | +200.0% | -200.0% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 1y: compounded portfolio wealth divided by compounded VIAV 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…
1y analysis · Full analysis span regression · 6 months rolling