-17.9%
SHOP vs VSXY
+37.5%
-55.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +0.9% |
| 7D | -11.2% | +0.1% | -11.4% | -11.3% |
| 30D | -14.4% | -18.7% | +4.3% | -10.1% |
| 3M | +16.6% | -4.0% | +20.6% | +16.7% |
| 6M | -0.6% | +67.5% | -68.0% | -19.4% |
| YTD | -20.0% | +39.7% | -59.6% | -32.5% |
| 1Y | -11.2% | +180.0% | -191.2% | -41.8% |
| 3Y | +99.5% | +337.3% | -237.8% | -1.8% |
| 5Y | -13.2% | +22.7% | -35.9% | -38.3% |
| All | -17.9% | +37.5% | -55.5% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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