-2.2%
SHOP vs VLO
+436.8%
-439.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +1.7% |
| 7D | -2.7% | -6.5% | +3.8% | -1.8% |
| 30D | -11.0% | -17.8% | +6.8% | -8.6% |
| 3M | +0.3% | +19.6% | -19.3% | -4.0% |
| 6M | +37.7% | +49.3% | -11.5% | +25.6% |
| YTD | -5.5% | +122.4% | -127.9% | -22.4% |
| 1Y | -0.2% | +107.4% | -107.7% | -16.8% |
| 3Y | +151.9% | +223.1% | -71.2% | +87.2% |
| 5Y | -2.2% | +432.2% | -434.4% | -29.1% |
| All | -2.2% | +436.8% | -439.0% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling