+96.1%
SHOP vs VICR
+178.2%
-82.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | +0.4% |
| 7D | -13.2% | -0.4% | -12.8% | -13.2% |
| 30D | -17.0% | -15.6% | -1.5% | -15.2% |
| 3M | +17.0% | -35.4% | +52.4% | +22.0% |
| 6M | -2.1% | +1.3% | -3.4% | -12.5% |
| YTD | -21.4% | +62.5% | -83.8% | -39.3% |
| 1Y | -11.0% | +255.5% | -266.4% | -46.2% |
| All | +96.1% | +178.2% | -82.1% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling