+2,941.1%
SHOP vs SPYG
+420.3%
+2,520.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +1.3% |
| 7D | -13.2% | -1.8% | -11.4% | -10.4% |
| 30D | -17.0% | -1.9% | -15.1% | -14.1% |
| 3M | +17.0% | +5.2% | +11.9% | +6.0% |
| 6M | -2.1% | +15.6% | -17.7% | -24.9% |
| YTD | -21.4% | +12.4% | -33.8% | -36.3% |
| 1Y | -11.0% | +17.5% | -28.4% | -32.4% |
| 3Y | +100.9% | +98.1% | +2.8% | -33.7% |
| 5Y | -14.7% | +84.9% | -99.6% | -64.1% |
| All | +2,941.1% | +420.3% | +2,520.8% | +161.7% |
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