-6.5%
SHOP vs VLO
+146.5%
-153.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.3% | -10.8% | -7.1% |
| 7D | -4.1% | +5.8% | -9.9% | -3.4% |
| 30D | -11.5% | +28.3% | -39.9% | -8.8% |
| 3M | +21.1% | +48.7% | -27.7% | +27.0% |
| 6M | +3.0% | +71.9% | -68.9% | +8.8% |
| YTD | -16.7% | +138.7% | -155.4% | -12.2% |
| All | -6.5% | +146.5% | -153.0% | -1.8% |
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