-9.3%
SHOP vs VSH
+65.5%
-74.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.5% | -7.2% |
| 7D | -4.1% | +6.2% | -10.3% | -6.2% |
| 30D | -11.5% | -11.1% | -0.4% | -8.1% |
| 3M | +21.1% | -44.9% | +66.0% | +45.4% |
| 6M | +3.0% | +90.0% | -87.0% | -40.7% |
| YTD | -16.7% | +118.8% | -135.5% | -57.2% |
| 1Y | -8.3% | +109.0% | -117.3% | -51.8% |
| 3Y | +112.8% | +35.6% | +77.2% | +43.6% |
| 5Y | -9.3% | +66.7% | -76.0% | -54.4% |
| All | -9.3% | +65.5% | -74.8% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling