-5.6%
SHOP vs VST
+761.6%
-767.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -1.6% |
| 7D | -5.1% | +8.9% | -14.0% | -7.6% |
| 30D | +0.6% | +6.2% | -5.6% | -1.4% |
| 3M | +25.0% | -2.7% | +27.8% | +24.2% |
| 6M | +11.9% | -8.4% | +20.3% | +12.2% |
| YTD | -9.9% | -7.2% | -2.7% | -10.7% |
| 1Y | 0.0% | -20.9% | +20.9% | +3.6% |
| 3Y | +117.5% | +384.0% | -266.5% | -14.6% |
| All | -5.6% | +761.6% | -767.2% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling