+8,434.7%
SHOP vs VIG
+265.3%
+8,169.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +0.2% |
| 7D | -5.1% | -0.4% | -4.7% | -4.4% |
| 30D | +0.6% | -1.0% | +1.6% | +2.3% |
| 3M | +25.0% | +2.8% | +22.3% | +20.1% |
| 6M | +11.9% | +8.2% | +3.7% | -1.2% |
| YTD | -9.9% | +11.0% | -20.9% | -23.5% |
| 1Y | 0.0% | +16.1% | -16.2% | -20.6% |
| 3Y | +117.5% | +56.2% | +61.3% | +15.6% |
| 5Y | -6.6% | +63.0% | -69.6% | -49.7% |
| 10Y | +3,320.3% | +241.4% | +3,078.9% | +607.4% |
| All | +8,434.7% | +265.3% | +8,169.4% | +1,477.3% |
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