+2,989.4%
SHOP vs SPG
+57.9%
+2,931.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -2.0% | -4.5% |
| 7D | -10.6% | -2.7% | -7.9% | -9.9% |
| 30D | -18.3% | -7.3% | -11.0% | -16.5% |
| 3M | +14.8% | -3.5% | +18.3% | +16.0% |
| 6M | -5.0% | +8.5% | -13.5% | -7.4% |
| YTD | -21.2% | +13.0% | -34.2% | -24.1% |
| 1Y | -11.6% | +18.0% | -29.6% | -16.1% |
| 3Y | +101.2% | +104.5% | -3.3% | +68.6% |
| 5Y | -15.7% | +102.0% | -117.7% | -29.2% |
| 10Y | +2,989.4% | +61.9% | +2,927.5% | +2,932.7% |
| All | +2,989.4% | +57.9% | +2,931.5% | +2,932.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling