-14.6%
SHOP vs VSXY
+42.7%
-57.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.9% | -11.4% | -8.6% |
| 7D | -4.1% | -6.8% | +2.7% | -2.8% |
| 30D | -11.5% | -20.4% | +8.8% | -6.6% |
| 3M | +21.1% | +2.9% | +18.2% | +18.9% |
| 6M | +3.0% | +67.9% | -64.9% | -16.5% |
| YTD | -16.7% | +44.9% | -61.6% | -30.4% |
| 1Y | -8.3% | +205.9% | -214.2% | -41.5% |
| 3Y | +112.8% | +373.9% | -261.0% | +2.0% |
| 5Y | -9.3% | +23.5% | -32.7% | -36.0% |
| All | -14.6% | +42.7% | -57.2% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling