-15.7%
SHOP vs VIG
+62.2%
-77.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -4.2% |
| 7D | -10.6% | -1.2% | -9.5% | -8.0% |
| 30D | -18.3% | -2.8% | -15.5% | -12.4% |
| 3M | +14.8% | +2.5% | +12.4% | +8.9% |
| 6M | -5.0% | +8.1% | -13.1% | -20.8% |
| YTD | -21.2% | +9.6% | -30.8% | -36.4% |
| 1Y | -11.6% | +14.2% | -25.8% | -34.8% |
| 3Y | +101.2% | +56.1% | +45.1% | -26.4% |
| 5Y | -15.7% | +62.8% | -78.5% | -69.1% |
| All | -15.7% | +62.2% | -77.9% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling