+2,989.4%
SHOP vs VSH
+172.7%
+2,816.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.7% |
| 7D | -10.6% | +3.5% | -14.2% | -11.9% |
| 30D | -18.3% | -4.4% | -13.9% | -17.2% |
| 3M | +14.8% | -45.8% | +60.6% | +39.1% |
| 6M | -5.0% | +90.1% | -95.2% | -41.2% |
| YTD | -21.2% | +120.3% | -141.6% | -55.7% |
| 1Y | -11.6% | +112.2% | -123.8% | -49.6% |
| 3Y | +101.2% | +36.6% | +64.6% | +36.8% |
| 5Y | -15.7% | +67.0% | -82.7% | -48.1% |
| 10Y | +2,989.4% | +179.5% | +2,810.0% | +1,352.9% |
| All | +2,989.4% | +172.7% | +2,816.7% | +1,352.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling