+8,680.0%
SHOP vs VLO
+831.2%
+7,848.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.2% |
| 7D | -2.5% | -0.4% | -2.0% | -2.4% |
| 30D | -16.7% | -16.6% | -0.1% | -14.3% |
| 3M | -2.2% | +12.3% | -14.5% | -5.1% |
| 6M | +45.6% | +47.8% | -2.3% | +33.3% |
| YTD | -7.3% | +126.7% | -134.0% | -23.1% |
| 1Y | -6.1% | +105.4% | -111.5% | -20.6% |
| 3Y | +143.3% | +222.0% | -78.6% | +85.8% |
| 5Y | +0.2% | +449.8% | -449.7% | -32.4% |
| 10Y | +3,663.5% | +754.3% | +2,909.2% | +2,027.0% |
| All | +8,680.0% | +831.2% | +7,848.8% | +4,694.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling