+8,434.7%
SHOP vs VIVK
-100.0%
+8,534.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.3% | +11.8% | -0.5% |
| 7D | -5.1% | -1.4% | -3.7% | -5.1% |
| 30D | +0.6% | -43.6% | +44.2% | +0.9% |
| 3M | +25.0% | -95.1% | +120.2% | +27.1% |
| 6M | +11.9% | -98.2% | +110.1% | +14.1% |
| YTD | -9.9% | -97.9% | +88.1% | -8.4% |
| 1Y | 0.0% | -100.0% | +99.9% | +3.3% |
| 3Y | +117.5% | -100.0% | +217.5% | +123.8% |
| 5Y | -6.6% | -100.0% | +93.3% | -3.9% |
| 10Y | +3,320.3% | -100.0% | +3,420.3% | +3,412.9% |
| All | +8,434.7% | -100.0% | +8,534.7% | +8,673.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling