-8.3%
SHOP vs SPG
+22.1%
-30.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.2% | -8.7% | -7.7% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -11.5% | -4.9% | -6.6% | -10.9% |
| 3M | +21.1% | +3.3% | +17.7% | +21.6% |
| 6M | +3.0% | +11.2% | -8.2% | +1.1% |
| YTD | -16.7% | +17.1% | -33.7% | -17.9% |
| 1Y | -8.3% | +21.6% | -29.9% | -8.6% |
| All | -8.3% | +22.1% | -30.4% | -8.6% |
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