+2,941.1%
SHOP vs VLO
+933.4%
+2,007.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -13.2% | +4.0% | -17.2% | -13.8% |
| 30D | -17.0% | +19.0% | -36.0% | -19.6% |
| 3M | +17.0% | +50.0% | -33.0% | +8.6% |
| 6M | -2.1% | +79.1% | -81.3% | -12.6% |
| YTD | -21.4% | +140.3% | -161.6% | -33.8% |
| 1Y | -11.0% | +148.3% | -159.3% | -25.8% |
| 3Y | +100.9% | +194.6% | -93.7% | +60.4% |
| 5Y | -14.7% | +609.6% | -624.3% | -41.9% |
| All | +2,941.1% | +933.4% | +2,007.7% | +1,924.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling