+8,434.7%
SHOP vs VLO
+849.2%
+7,585.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.1% | +5.2% | -10.3% | -6.0% |
| 30D | +0.6% | +22.6% | -22.0% | -3.3% |
| 3M | +25.0% | +43.8% | -18.7% | +16.2% |
| 6M | +11.9% | +65.7% | -53.8% | +0.3% |
| YTD | -9.9% | +131.1% | -141.0% | -24.9% |
| 1Y | 0.0% | +143.6% | -143.7% | -17.9% |
| 3Y | +117.5% | +201.4% | -83.9% | +69.2% |
| 5Y | -6.6% | +568.9% | -575.5% | -38.9% |
| 10Y | +3,320.3% | +891.8% | +2,428.5% | +1,743.8% |
| All | +8,434.7% | +849.2% | +7,585.5% | +4,581.4% |
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