+8,434.7%
SHOP vs SGI
+382.3%
+8,052.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -5.1% | +8.5% | -13.7% | -8.3% |
| 30D | +0.6% | +0.7% | -0.1% | 0.0% |
| 3M | +25.0% | +0.6% | +24.4% | +24.0% |
| 6M | +11.9% | -17.9% | +29.9% | +19.4% |
| YTD | -9.9% | -21.2% | +11.3% | -2.4% |
| 1Y | 0.0% | -18.9% | +18.8% | +6.1% |
| 3Y | +117.5% | +52.6% | +64.9% | +77.8% |
| 5Y | -6.6% | +60.7% | -67.4% | -27.4% |
| 10Y | +3,320.3% | +278.1% | +3,042.2% | +1,793.0% |
| All | +8,434.7% | +382.3% | +8,052.4% | +6,545.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling