+3,003.4%
SHOP vs SPGI
+296.1%
+2,707.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.2% | -4.4% | -4.6% |
| 7D | -4.1% | -2.5% | -1.6% | -1.8% |
| 30D | -11.5% | +5.4% | -16.9% | -15.9% |
| 3M | +21.1% | +9.0% | +12.0% | +10.4% |
| 6M | +3.0% | +0.8% | +2.2% | +1.5% |
| YTD | -16.7% | -12.6% | -4.1% | -7.2% |
| 1Y | -8.3% | -16.1% | +7.8% | +4.9% |
| 3Y | +112.8% | +19.0% | +93.8% | +75.9% |
| 5Y | -9.3% | +5.1% | -14.3% | -14.3% |
| 10Y | +3,003.4% | +295.5% | +2,708.0% | +940.9% |
| All | +3,003.4% | +296.1% | +2,707.3% | +940.9% |
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