-2.9%
SHOP vs SPG
+74.6%
-77.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +2.8% |
| 7D | -5.4% | +4.9% | -10.3% | -9.5% |
| 30D | -10.3% | +15.6% | -25.9% | -22.0% |
| 3M | +1.0% | +4.1% | -3.1% | -3.1% |
| 6M | +41.2% | +13.6% | +27.7% | +23.4% |
| YTD | -7.5% | +27.5% | -35.0% | -28.9% |
| 1Y | -4.6% | +32.2% | -36.8% | -29.4% |
| 3Y | +146.4% | +126.0% | +20.4% | -1.7% |
| All | -2.9% | +74.6% | -77.5% | -58.9% |
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