-11.4%
SHOP vs SPYG
+68.8%
-80.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.2% |
| 7D | +2.1% | +4.2% | -2.1% | -5.4% |
| 30D | -16.8% | -7.4% | -9.4% | -4.4% |
| 3M | -2.4% | -5.3% | +2.9% | +8.0% |
| 6M | +47.0% | -1.2% | +48.2% | +47.0% |
| YTD | -8.8% | +9.0% | -17.8% | -24.6% |
| 1Y | -6.3% | +8.8% | -15.1% | -22.1% |
| 3Y | +139.3% | +92.8% | +46.5% | -36.1% |
| All | -11.4% | +68.8% | -80.2% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling