-14.3%
SHOP vs VRSK
-11.9%
-2.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.7% |
| 7D | -13.2% | -7.7% | -5.5% | -8.4% |
| 30D | -17.0% | -2.8% | -14.2% | -15.6% |
| 3M | +17.0% | -3.7% | +20.7% | +19.0% |
| 6M | -2.1% | -12.8% | +10.6% | +5.9% |
| YTD | -21.4% | -21.0% | -0.4% | -8.9% |
| 1Y | -11.0% | -32.5% | +21.5% | +15.6% |
| 3Y | +100.9% | -26.5% | +127.4% | +117.3% |
| All | -14.3% | -11.9% | -2.3% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling