+3,781.0%
SHOP vs SPYG
+393.2%
+3,387.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.7% |
| 7D | -1.2% | +2.3% | -3.6% | -5.0% |
| 30D | -14.7% | -6.5% | -8.3% | -4.9% |
| 3M | -7.2% | -6.8% | -0.4% | +4.5% |
| 6M | +54.2% | -3.1% | +57.3% | +60.3% |
| YTD | -8.6% | +8.0% | -16.6% | -21.0% |
| 1Y | +0.5% | +10.2% | -9.7% | -16.0% |
| 3Y | +135.9% | +91.0% | +45.0% | -18.3% |
| 5Y | -11.9% | +67.7% | -79.6% | -57.3% |
| All | +3,781.0% | +393.2% | +3,387.8% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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