+146.4%
SHOP vs VST
+264.2%
-117.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.6% | -7.0% | +1.2% |
| 7D | -5.4% | -9.8% | +4.4% | -3.9% |
| 30D | -10.3% | -25.1% | +14.8% | -4.9% |
| 3M | +1.0% | -11.6% | +12.6% | +2.6% |
| 6M | +41.2% | -20.9% | +62.1% | +45.3% |
| YTD | -7.5% | -22.3% | +14.8% | -5.2% |
| 1Y | -4.6% | -32.0% | +27.4% | +1.1% |
| 3Y | +146.4% | +262.4% | -116.0% | +90.0% |
| All | +146.4% | +264.2% | -117.8% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 3y: compounded portfolio wealth divided by compounded VST 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…
3y analysis · Full analysis span regression · 6 months rolling