-5.6%
SHOP vs SPG
+102.5%
-108.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | +0.4% |
| 7D | -5.1% | -2.4% | -2.7% | -2.9% |
| 30D | +0.6% | -6.8% | +7.4% | +7.2% |
| 3M | +25.0% | +2.7% | +22.4% | +21.1% |
| 6M | +11.9% | +5.5% | +6.5% | +4.8% |
| YTD | -9.9% | +15.7% | -25.6% | -23.3% |
| 1Y | 0.0% | +20.9% | -20.9% | -19.3% |
| 3Y | +117.5% | +112.4% | +5.1% | -3.5% |
| All | -5.6% | +102.5% | -108.1% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling