-1.8%
SHOP vs SGI
+62.5%
-64.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.9% |
| 7D | -5.1% | +8.5% | -13.7% | -10.3% |
| 30D | +0.6% | +0.7% | -0.1% | -0.4% |
| 3M | +25.0% | +0.6% | +24.4% | +22.9% |
| 6M | +11.9% | -17.9% | +29.9% | +23.9% |
| YTD | -9.9% | -21.2% | +11.3% | +2.0% |
| 1Y | 0.0% | -18.9% | +18.8% | +8.9% |
| 3Y | +117.5% | +52.6% | +64.9% | +42.5% |
| All | -1.8% | +62.5% | -64.3% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling