-6.3%
SHOP vs VLO
+112.7%
-119.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -1.0% |
| 7D | +2.1% | +6.8% | -4.6% | +3.5% |
| 30D | -16.8% | -17.9% | +1.0% | -20.0% |
| 3M | -2.4% | +13.5% | -16.0% | -0.4% |
| 6M | +47.0% | +53.0% | -6.0% | +56.3% |
| YTD | -8.8% | +133.7% | -142.6% | -2.7% |
| 1Y | -6.3% | +115.7% | -121.9% | +0.2% |
| All | -6.3% | +112.7% | -119.0% | +0.2% |
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