+2,993.7%
SHOP vs VNQ
+64.0%
+2,929.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.1% |
| 7D | -11.2% | -1.3% | -10.0% | -10.1% |
| 30D | -14.4% | -2.6% | -11.8% | -12.1% |
| 3M | +16.6% | -2.0% | +18.6% | +18.9% |
| 6M | -0.6% | +4.3% | -4.9% | -4.8% |
| YTD | -20.0% | +9.2% | -29.2% | -26.6% |
| 1Y | -11.2% | +5.6% | -16.8% | -16.0% |
| 3Y | +99.5% | +30.8% | +68.6% | +55.8% |
| 5Y | -13.2% | +8.0% | -21.2% | -17.4% |
| All | +2,993.7% | +64.0% | +2,929.7% | +2,248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling