0.0%
SHOP vs SPGI
-12.7%
+12.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | +0.3% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +0.6% | +8.4% | -7.8% | -3.7% |
| 3M | +25.0% | +11.8% | +13.2% | +17.1% |
| 6M | +11.9% | +5.7% | +6.2% | +7.4% |
| YTD | -9.9% | -9.7% | -0.2% | -7.0% |
| 1Y | 0.0% | -12.5% | +12.4% | +4.3% |
| All | 0.0% | -12.7% | +12.7% | +4.3% |
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