+8,434.7%
SHOP vs SPGI
+387.3%
+8,047.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | +0.9% |
| 7D | -5.1% | +0.1% | -5.2% | -5.4% |
| 30D | +0.6% | +8.4% | -7.8% | -6.8% |
| 3M | +25.0% | +11.8% | +13.2% | +11.5% |
| 6M | +11.9% | +5.7% | +6.2% | +5.5% |
| YTD | -9.9% | -9.7% | -0.2% | -3.0% |
| 1Y | 0.0% | -12.5% | +12.4% | +9.3% |
| 3Y | +117.5% | +21.8% | +95.7% | +77.3% |
| 5Y | -6.6% | +8.2% | -14.8% | -13.4% |
| 10Y | +3,320.3% | +309.5% | +3,010.8% | +1,001.5% |
| All | +8,434.7% | +387.3% | +8,047.4% | +2,339.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling