+7,358.2%
SHOP vs VYM
+226.1%
+7,132.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -4.8% |
| 7D | -10.6% | -1.0% | -9.7% | -9.4% |
| 30D | -18.3% | -2.0% | -16.3% | -16.0% |
| 3M | +14.8% | +3.1% | +11.8% | +10.7% |
| 6M | -5.0% | +8.9% | -13.9% | -14.8% |
| YTD | -21.2% | +14.7% | -36.0% | -34.0% |
| 1Y | -11.6% | +19.4% | -31.0% | -29.3% |
| 3Y | +101.2% | +65.4% | +35.8% | +13.2% |
| 5Y | -15.7% | +77.6% | -93.3% | -53.6% |
| 10Y | +2,989.4% | +207.8% | +2,781.6% | +813.0% |
| All | +7,358.2% | +226.1% | +7,132.2% | +1,873.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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