+7,358.2%
SHOP vs VRSK
+154.6%
+7,203.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -6.5% |
| 7D | -10.6% | -5.4% | -5.2% | -6.9% |
| 30D | -18.3% | -1.8% | -16.5% | -17.4% |
| 3M | +14.8% | -2.2% | +17.1% | +15.7% |
| 6M | -5.0% | -14.9% | +9.9% | +5.1% |
| YTD | -21.2% | -20.0% | -1.2% | -9.6% |
| 1Y | -11.6% | -33.1% | +21.5% | +14.6% |
| 3Y | +101.2% | -25.6% | +126.9% | +126.7% |
| 5Y | -15.7% | -10.1% | -5.6% | -18.6% |
| 10Y | +2,989.4% | +128.4% | +2,861.0% | +1,511.8% |
| All | +7,358.2% | +154.6% | +7,203.6% | +3,637.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling