+8,844.7%
SHOP vs VMC
+245.1%
+8,599.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +0.8% |
| 7D | -2.7% | +0.3% | -3.0% | -2.6% |
| 30D | -11.0% | +18.6% | -29.6% | -18.4% |
| 3M | +0.3% | +2.0% | -1.7% | -0.8% |
| 6M | +37.7% | +2.6% | +35.1% | +35.5% |
| YTD | -5.5% | +2.3% | -7.8% | -8.2% |
| 1Y | -0.2% | +1.7% | -1.9% | -2.6% |
| 3Y | +151.9% | +41.7% | +110.2% | +107.8% |
| 5Y | -2.2% | +46.6% | -48.8% | -19.8% |
| 10Y | +3,647.2% | +140.3% | +3,506.9% | +2,403.2% |
| All | +8,844.7% | +245.1% | +8,599.7% | +4,887.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling