-4.9%
SHOP vs VIVK
-100.0%
+95.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -27.5% | +34.8% | +7.5% |
| 7D | -9.0% | -68.7% | +59.6% | -8.3% |
| 30D | -4.4% | -90.0% | +85.6% | -2.9% |
| 3M | +24.1% | -98.1% | +122.2% | +28.2% |
| 6M | +20.0% | -99.9% | +119.9% | +32.1% |
| YTD | -4.9% | -99.9% | +95.0% | +3.7% |
| 1Y | -4.9% | -100.0% | +95.1% | +17.1% |
| All | -4.9% | -100.0% | +95.1% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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