+3,781.0%
SHOP vs SPGI
+333.9%
+3,447.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.8% |
| 7D | -1.2% | +1.2% | -2.5% | -2.4% |
| 30D | -14.7% | +15.9% | -30.6% | -25.9% |
| 3M | -7.2% | +12.3% | -19.5% | -17.1% |
| 6M | +54.2% | +23.7% | +30.5% | +24.7% |
| YTD | -8.6% | -3.5% | -5.1% | -7.3% |
| 1Y | +0.5% | +0.4% | +0.1% | -2.2% |
| 3Y | +135.9% | +29.9% | +106.1% | +77.7% |
| 5Y | -11.9% | +15.2% | -27.1% | -23.7% |
| All | +3,781.0% | +333.9% | +3,447.1% | +1,028.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling