-4.3%
SHOP vs SPG
+32.2%
-36.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.5% |
| 7D | -2.7% | +5.1% | -7.8% | -4.0% |
| 30D | -11.0% | +16.8% | -27.8% | -14.7% |
| 3M | +0.3% | +5.7% | -5.3% | -1.2% |
| 6M | +37.7% | +17.8% | +19.9% | +32.9% |
| YTD | -5.5% | +30.1% | -35.6% | -13.6% |
| All | -4.3% | +32.2% | -36.5% | -14.1% |
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