-4.9%
SHOP vs SGI
-10.7%
+5.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.8% | +0.5% | +5.0% |
| 7D | -9.0% | +12.1% | -21.1% | -12.3% |
| 30D | -4.4% | +12.1% | -16.5% | -8.0% |
| 3M | +24.1% | +0.4% | +23.7% | +23.5% |
| 6M | +20.0% | -4.0% | +24.0% | +18.3% |
| YTD | -4.9% | -21.2% | +16.3% | -0.5% |
| 1Y | -4.9% | -12.1% | +7.2% | +0.4% |
| All | -4.9% | -10.7% | +5.8% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling