-4.9%
SHOP vs SPGI
+3.2%
-8.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.4% | +4.0% | +5.2% |
| 7D | -9.0% | +7.2% | -16.2% | -12.8% |
| 30D | -4.4% | +23.2% | -27.6% | -16.2% |
| 3M | +24.1% | +17.0% | +7.1% | +12.5% |
| 6M | +20.0% | +20.4% | -0.4% | +6.2% |
| YTD | -4.9% | -1.9% | -3.0% | -3.6% |
| 1Y | -4.9% | +2.9% | -7.8% | -2.6% |
| All | -4.9% | +3.2% | -8.1% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling