0.0%
SHOP vs VMC
-8.5%
+8.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.9% |
| 7D | -5.1% | -4.3% | -0.8% | -3.6% |
| 30D | +0.6% | -8.2% | +8.8% | +3.6% |
| 3M | +25.0% | -7.0% | +32.1% | +28.3% |
| 6M | +11.9% | -10.8% | +22.7% | +14.5% |
| YTD | -9.9% | -7.4% | -2.5% | -11.4% |
| 1Y | 0.0% | -9.5% | +9.4% | -0.3% |
| All | 0.0% | -8.5% | +8.5% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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