-9.3%
SHOP vs VMC
+52.4%
-61.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.6% | -5.9% | -6.0% |
| 7D | -4.1% | -0.5% | -3.6% | -3.6% |
| 30D | -11.5% | -9.1% | -2.4% | -3.4% |
| 3M | +21.1% | -4.1% | +25.2% | +24.6% |
| 6M | +3.0% | -5.5% | +8.5% | +5.7% |
| YTD | -16.7% | -8.9% | -7.8% | -13.9% |
| 1Y | -8.3% | -12.9% | +4.7% | -0.9% |
| 3Y | +112.8% | +22.1% | +90.7% | +45.8% |
| 5Y | -9.3% | +52.7% | -62.0% | -50.4% |
| All | -9.3% | +52.4% | -61.7% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling