+2,993.7%
SHOP vs VRSK
+126.1%
+2,867.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -11.2% | -5.2% | -6.1% | -7.6% |
| 30D | -14.4% | -2.3% | -12.1% | -13.0% |
| 3M | +16.6% | -2.9% | +19.5% | +18.0% |
| 6M | -0.6% | -12.8% | +12.2% | +8.3% |
| YTD | -20.0% | -20.8% | +0.8% | -7.0% |
| 1Y | -11.2% | -33.2% | +22.0% | +16.4% |
| 3Y | +99.5% | -26.6% | +126.1% | +126.7% |
| 5Y | -13.2% | -11.3% | -1.9% | -16.7% |
| All | +2,993.7% | +126.1% | +2,867.6% | +1,370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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