-6.1%
SHOP vs SGI
-32.6%
+26.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -2.5% | -10.5% | +8.0% | +1.8% |
| 30D | -16.7% | +0.1% | -16.9% | -16.9% |
| 3M | -2.2% | -4.0% | +1.8% | -0.8% |
| 6M | +45.6% | -5.6% | +51.2% | +47.5% |
| YTD | -7.3% | -29.5% | +22.2% | +3.9% |
| 1Y | -6.1% | -31.5% | +25.4% | +6.6% |
| All | -6.1% | -32.6% | +26.5% | +6.6% |
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