-4.9%
SHOP vs VLO
+120.8%
-125.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -5.8% | +13.1% | +6.0% |
| 7D | -9.0% | -6.0% | -3.1% | -10.0% |
| 30D | -4.4% | -12.9% | +8.5% | -6.7% |
| 3M | +24.1% | +18.3% | +5.8% | +27.4% |
| 6M | +20.0% | +46.4% | -26.5% | +26.8% |
| YTD | -4.9% | +127.7% | -132.7% | +1.1% |
| 1Y | -4.9% | +120.6% | -125.5% | +1.4% |
| All | -4.9% | +120.8% | -125.7% | +1.4% |
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