-5.6%
SHOP vs SPGI
+8.3%
-13.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | +1.2% |
| 7D | -5.1% | +0.1% | -5.2% | -5.4% |
| 30D | +0.6% | +8.4% | -7.8% | -8.4% |
| 3M | +25.0% | +11.8% | +13.2% | +8.2% |
| 6M | +11.9% | +5.7% | +6.2% | +3.6% |
| YTD | -9.9% | -9.7% | -0.2% | -1.1% |
| 1Y | 0.0% | -12.5% | +12.4% | +12.0% |
| 3Y | +117.5% | +21.8% | +95.7% | +54.3% |
| All | -5.6% | +8.3% | -13.8% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling