+0.5%
SHOP vs VIG
+16.5%
-16.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.2% | +3.5% | -4.7% | -7.2% |
| 30D | -14.7% | +4.9% | -19.7% | -21.6% |
| 3M | -7.2% | +2.5% | -9.7% | -11.0% |
| 6M | +54.2% | +11.0% | +43.2% | +30.4% |
| YTD | -8.6% | +16.0% | -24.6% | -29.5% |
| 1Y | +0.5% | +17.5% | -17.0% | -24.7% |
| All | +0.5% | +16.5% | -16.0% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling