+8,534.1%
SHOP vs VIG
+281.6%
+8,252.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | +2.1% | +3.1% | -1.0% | -2.8% |
| 30D | -16.8% | +5.0% | -21.9% | -23.0% |
| 3M | -2.4% | +2.7% | -5.1% | -6.0% |
| 6M | +47.0% | +11.0% | +36.1% | +25.2% |
| YTD | -8.8% | +16.0% | -24.8% | -27.6% |
| 1Y | -6.3% | +16.3% | -22.5% | -25.7% |
| 3Y | +139.3% | +66.8% | +72.5% | +14.1% |
| 5Y | -12.1% | +64.8% | -76.9% | -53.9% |
| 10Y | +3,601.0% | +263.6% | +3,337.4% | +597.1% |
| All | +8,534.1% | +281.6% | +8,252.5% | +1,393.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling