+8,659.4%
SHOP vs SPG
+115.8%
+8,543.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.3% |
| 7D | -5.4% | +4.9% | -10.3% | -6.7% |
| 30D | -10.3% | +15.6% | -25.9% | -14.0% |
| 3M | +1.0% | +4.1% | -3.1% | -0.2% |
| 6M | +41.2% | +13.6% | +27.7% | +35.8% |
| YTD | -7.5% | +27.5% | -35.0% | -14.1% |
| 1Y | -4.6% | +32.2% | -36.8% | -12.4% |
| 3Y | +146.4% | +126.0% | +20.4% | +98.3% |
| 5Y | -2.5% | +74.7% | -77.3% | -19.4% |
| 10Y | +3,703.6% | +112.8% | +3,590.7% | +3,321.6% |
| All | +8,659.4% | +115.8% | +8,543.6% | +7,577.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling