0.0%
SHOP vs VSH
+118.1%
-118.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -5.0% | -0.6% |
| 7D | -5.1% | +4.1% | -9.2% | -5.1% |
| 30D | +0.6% | -4.2% | +4.7% | +0.5% |
| 3M | +25.0% | -50.0% | +75.0% | +32.0% |
| 6M | +11.9% | +80.2% | -68.3% | -16.1% |
| YTD | -9.9% | +121.1% | -131.0% | -40.1% |
| 1Y | 0.0% | +112.0% | -112.0% | -31.0% |
| All | 0.0% | +118.1% | -118.2% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling