+913.6%
SHOP vs VXX
-98.9%
+1,012.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | +1.0% |
| 7D | -13.2% | +7.2% | -20.4% | -10.9% |
| 30D | -17.0% | -5.8% | -11.2% | -18.6% |
| 3M | +17.0% | -29.0% | +46.0% | +4.4% |
| 6M | -2.1% | -44.0% | +41.9% | -18.1% |
| YTD | -21.4% | -28.7% | +7.3% | -26.6% |
| 1Y | -11.0% | -45.2% | +34.2% | -22.5% |
| 3Y | +100.9% | -77.8% | +178.7% | +68.2% |
| 5Y | -14.7% | -95.6% | +80.9% | -49.3% |
| All | +913.6% | -98.9% | +1,012.5% | +480.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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