+0.5%
SHOP vs VICR
+70.3%
-69.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | -1.2% | +8.3% | -9.5% | -1.4% |
| 30D | -14.7% | -35.2% | +20.4% | -14.5% |
| 3M | -7.2% | -29.8% | +22.6% | -7.2% |
| 6M | +54.2% | -48.6% | +102.8% | +54.2% |
| YTD | -8.6% | +45.1% | -53.7% | -25.2% |
| 1Y | +0.5% | +79.6% | -79.0% | -26.6% |
| All | +0.5% | +70.3% | -69.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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