+3,772.8%
SHOP vs SPG
+114.5%
+3,658.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +2.1% | +3.1% | -1.0% | +1.2% |
| 30D | -16.8% | +16.4% | -33.3% | -20.4% |
| 3M | -2.4% | +7.1% | -9.5% | -4.3% |
| 6M | +47.0% | +16.1% | +30.9% | +40.8% |
| YTD | -8.8% | +30.4% | -39.3% | -15.7% |
| 1Y | -6.3% | +33.0% | -39.2% | -13.8% |
| 3Y | +139.3% | +134.6% | +4.6% | +92.3% |
| 5Y | -12.1% | +84.9% | -97.0% | -27.9% |
| All | +3,772.8% | +114.5% | +3,658.3% | +3,379.2% |
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