+3,772.8%
SHOP vs VIG
+262.6%
+3,510.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | +2.1% | +3.1% | -1.0% | -2.9% |
| 30D | -16.8% | +5.0% | -21.9% | -23.1% |
| 3M | -2.4% | +2.7% | -5.1% | -6.1% |
| 6M | +47.0% | +11.0% | +36.1% | +24.9% |
| YTD | -8.8% | +16.0% | -24.8% | -27.9% |
| 1Y | -6.3% | +16.3% | -22.5% | -26.0% |
| 3Y | +139.3% | +66.8% | +72.5% | +12.8% |
| 5Y | -12.1% | +64.8% | -76.9% | -54.6% |
| All | +3,772.8% | +262.6% | +3,510.2% | +620.2% |
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