+96.1%
SHOP vs VRSK
-26.6%
+122.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | -13.2% | -7.7% | -5.5% | -11.0% |
| 30D | -17.0% | -2.8% | -14.2% | -16.3% |
| 3M | +17.0% | -3.7% | +20.7% | +18.5% |
| 6M | -2.1% | -12.8% | +10.6% | +0.7% |
| YTD | -21.4% | -21.0% | -0.4% | -16.7% |
| 1Y | -11.0% | -32.5% | +21.5% | -0.9% |
| All | +96.1% | -26.6% | +122.7% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling