+11.9%
SHOP vs SPG
+6.2%
+5.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.3% |
| 7D | -5.1% | -2.4% | -2.7% | -4.6% |
| 30D | +0.6% | -6.8% | +7.4% | +2.2% |
| 3M | +25.0% | +2.7% | +22.4% | +26.1% |
| 6M | +11.9% | +5.5% | +6.5% | +12.8% |
| All | +11.9% | +6.2% | +5.7% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling