+146.7%
SHOP vs SGI
+75.0%
+71.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.5% | +9.0% | +6.4% |
| 7D | -5.4% | +1.0% | -6.4% | -6.0% |
| 30D | -10.3% | +3.9% | -14.2% | -12.4% |
| 3M | +1.0% | -0.8% | +1.8% | +0.9% |
| 6M | +41.2% | -18.0% | +59.2% | +53.6% |
| YTD | -7.5% | -27.6% | +20.1% | +7.0% |
| 1Y | -4.6% | -27.2% | +22.7% | +9.8% |
| All | +146.7% | +75.0% | +71.7% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling