+151.9%
SHOP vs VLO
+216.6%
-64.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +1.6% |
| 7D | -2.7% | -6.5% | +3.8% | -1.8% |
| 30D | -11.0% | -17.8% | +6.8% | -8.3% |
| 3M | +0.3% | +19.6% | -19.3% | -5.2% |
| 6M | +37.7% | +49.3% | -11.5% | +22.0% |
| YTD | -5.5% | +122.4% | -127.9% | -28.9% |
| 1Y | -0.2% | +107.4% | -107.7% | -23.0% |
| 3Y | +151.9% | +223.1% | -71.2% | +44.0% |
| All | +151.9% | +216.6% | -64.7% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling