+2,989.4%
SHOP vs SGI
+263.3%
+2,726.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.5% | -4.7% |
| 7D | -10.6% | +0.6% | -11.2% | -10.8% |
| 30D | -18.3% | +5.5% | -23.8% | -20.1% |
| 3M | +14.8% | -3.6% | +18.4% | +16.0% |
| 6M | -5.0% | -15.0% | +10.0% | 0.0% |
| YTD | -21.2% | -23.0% | +1.8% | -13.8% |
| 1Y | -11.6% | -18.4% | +6.8% | -6.3% |
| 3Y | +101.2% | +57.8% | +43.5% | +62.5% |
| 5Y | -15.7% | +51.5% | -67.2% | -33.6% |
| 10Y | +2,989.4% | +275.2% | +2,714.3% | +1,621.3% |
| All | +2,989.4% | +263.3% | +2,726.2% | +1,621.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling