+2,941.1%
SHOP vs VIG
+247.5%
+2,693.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.6% |
| 7D | -13.2% | -2.2% | -11.0% | -9.8% |
| 30D | -17.0% | -3.2% | -13.8% | -12.3% |
| 3M | +17.0% | +3.0% | +14.0% | +11.9% |
| 6M | -2.1% | +8.1% | -10.3% | -13.6% |
| YTD | -21.4% | +9.1% | -30.4% | -31.4% |
| 1Y | -11.0% | +12.6% | -23.5% | -25.8% |
| 3Y | +100.9% | +55.4% | +45.5% | +6.8% |
| 5Y | -14.7% | +62.8% | -77.5% | -54.1% |
| All | +2,941.1% | +247.5% | +2,693.5% | +490.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling