-6.1%
SHOP vs SPGI
+2.4%
-8.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | -2.5% | -1.4% | -1.1% | -1.6% |
| 30D | -16.7% | +15.3% | -32.0% | -23.8% |
| 3M | -2.2% | +16.5% | -18.7% | -11.1% |
| 6M | +45.6% | +19.8% | +25.7% | +29.3% |
| YTD | -7.3% | -3.2% | -4.0% | -5.0% |
| 1Y | -6.1% | +1.8% | -7.9% | -2.4% |
| All | -6.1% | +2.4% | -8.4% | -2.4% |
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 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