-12.8%
SHOP vs VICR
+57.6%
-70.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.4% | -1.0% |
| 7D | -11.2% | +5.0% | -16.2% | -12.4% |
| 30D | -14.4% | -12.5% | -1.9% | -12.3% |
| 3M | +16.6% | -33.6% | +50.2% | +23.6% |
| 6M | -0.6% | +10.7% | -11.2% | -14.8% |
| YTD | -20.0% | +80.6% | -100.6% | -42.9% |
| 1Y | -11.2% | +288.4% | -299.6% | -52.3% |
| 3Y | +99.5% | +213.8% | -114.3% | +3.7% |
| All | -12.8% | +57.6% | -70.4% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling