+11.9%
SHOP vs VST
-7.4%
+19.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.1% | -0.4% |
| 7D | -5.1% | +8.9% | -14.0% | -4.9% |
| 30D | +0.6% | +6.2% | -5.6% | +0.8% |
| 3M | +25.0% | -2.7% | +27.8% | +23.3% |
| 6M | +11.9% | -8.4% | +20.3% | +10.9% |
| All | +11.9% | -7.4% | +19.3% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling