+0.5%
SHOP vs SGI
-33.4%
+33.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.2% | -5.3% | +4.1% | +0.9% |
| 30D | -14.7% | -2.1% | -12.7% | -14.2% |
| 3M | -7.2% | -8.2% | +1.0% | -4.3% |
| 6M | +54.2% | -4.6% | +58.7% | +55.8% |
| YTD | -8.6% | -31.5% | +22.8% | +3.3% |
| 1Y | +0.5% | -30.8% | +31.3% | +13.5% |
| All | +0.5% | -33.4% | +33.9% | +13.5% |
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