+45.6%
SHOP vs VMC
+0.9%
+44.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.4% |
| 7D | -2.5% | -4.3% | +1.8% | +0.2% |
| 30D | -16.7% | +16.2% | -32.9% | -23.5% |
| 3M | -2.2% | -0.8% | -1.4% | -1.7% |
| 6M | +45.6% | +1.2% | +44.4% | +45.1% |
| All | +45.6% | +0.9% | +44.7% | +45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling