-9.3%
SHOP vs VSAT
+53.4%
-62.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.2% | -10.8% | -8.2% |
| 7D | -4.1% | +17.3% | -21.4% | -7.2% |
| 30D | -11.5% | -3.3% | -8.3% | -11.2% |
| 3M | +21.1% | +18.7% | +2.3% | +13.2% |
| 6M | +3.0% | +77.6% | -74.6% | -13.6% |
| YTD | -16.7% | +125.6% | -142.3% | -34.8% |
| 1Y | -8.3% | +158.3% | -166.6% | -31.2% |
| 3Y | +112.8% | +226.1% | -113.3% | +34.4% |
| 5Y | -9.3% | +54.7% | -63.9% | -41.8% |
| All | -9.3% | +53.4% | -62.7% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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