-4.9%
SHOP vs SPG
+34.3%
-39.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.4% | +6.6% |
| 7D | -9.0% | +8.2% | -17.2% | -10.7% |
| 30D | -4.4% | +13.5% | -17.9% | -7.4% |
| 3M | +24.1% | +2.2% | +21.9% | +23.4% |
| 6M | +20.0% | +15.9% | +4.1% | +16.4% |
| YTD | -4.9% | +27.6% | -32.5% | -11.7% |
| 1Y | -4.9% | +30.9% | -35.9% | -12.6% |
| All | -4.9% | +34.3% | -39.2% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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