0.0%
SHOP vs VLO
+143.4%
-143.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.1% | +5.2% | -10.3% | -4.5% |
| 30D | +0.6% | +22.6% | -22.0% | +3.1% |
| 3M | +25.0% | +43.8% | -18.7% | +30.6% |
| 6M | +11.9% | +65.7% | -53.8% | +17.9% |
| YTD | -9.9% | +131.1% | -141.0% | -5.0% |
| 1Y | 0.0% | +143.6% | -143.7% | +7.9% |
| All | 0.0% | +143.4% | -143.4% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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