-14.7%
SHOP vs VIVK
-100.0%
+85.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.6% | -0.2% |
| 7D | -13.2% | -9.5% | -3.7% | -13.1% |
| 30D | -17.0% | -35.1% | +18.1% | -16.4% |
| 3M | +17.0% | -93.4% | +110.4% | +22.4% |
| 6M | -2.1% | -98.0% | +95.8% | +3.8% |
| YTD | -21.4% | -97.9% | +76.5% | -17.6% |
| 1Y | -11.0% | -100.0% | +89.0% | +0.1% |
| 3Y | +100.9% | -100.0% | +200.9% | +120.2% |
| 5Y | -14.7% | -100.0% | +85.3% | -2.8% |
| All | -14.7% | -100.0% | +85.3% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling