+0.5%
SHOP vs SPYG
+8.5%
-7.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +1.3% |
| 7D | -1.2% | +2.3% | -3.6% | -3.8% |
| 30D | -14.7% | -6.5% | -8.3% | -7.7% |
| 3M | -7.2% | -6.8% | -0.4% | +1.1% |
| 6M | +54.2% | -3.1% | +57.3% | +61.6% |
| YTD | -8.6% | +8.0% | -16.6% | -17.3% |
| 1Y | +0.5% | +10.2% | -9.7% | -11.8% |
| All | +0.5% | +8.5% | -7.9% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling