+8,844.7%
SHOP vs SPG
+120.2%
+8,724.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.5% |
| 7D | -2.7% | +5.1% | -7.8% | -4.0% |
| 30D | -11.0% | +16.8% | -27.8% | -15.0% |
| 3M | +0.3% | +5.7% | -5.3% | -1.3% |
| 6M | +37.7% | +17.8% | +19.9% | +31.1% |
| YTD | -5.5% | +30.1% | -35.6% | -12.8% |
| 1Y | -0.2% | +32.8% | -33.0% | -8.5% |
| 3Y | +151.9% | +137.2% | +14.7% | +100.1% |
| 5Y | -2.2% | +81.5% | -83.7% | -19.7% |
| 10Y | +3,647.2% | +116.5% | +3,530.6% | +3,255.5% |
| All | +8,844.7% | +120.2% | +8,724.5% | +7,695.3% |
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