+8,434.7%
SHOP vs VMC
+212.5%
+8,222.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -1.0% |
| 7D | -5.1% | -4.3% | -0.8% | -3.0% |
| 30D | +0.6% | -8.2% | +8.8% | +4.9% |
| 3M | +25.0% | -7.0% | +32.1% | +29.3% |
| 6M | +11.9% | -10.8% | +22.7% | +17.4% |
| YTD | -9.9% | -7.4% | -2.5% | -7.9% |
| 1Y | 0.0% | -9.5% | +9.4% | +3.3% |
| 3Y | +117.5% | +20.5% | +97.0% | +94.7% |
| 5Y | -6.6% | +51.6% | -58.2% | -22.6% |
| 10Y | +3,320.3% | +150.0% | +3,170.3% | +2,159.3% |
| All | +8,434.7% | +212.5% | +8,222.2% | +4,900.7% |
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