+8,434.7%
SHOP vs SPYG
+443.6%
+7,991.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.3% |
| 7D | -5.1% | +0.4% | -5.5% | -5.6% |
| 30D | +0.6% | -0.4% | +1.0% | +1.6% |
| 3M | +25.0% | +0.5% | +24.5% | +22.2% |
| 6M | +11.9% | +17.5% | -5.6% | -16.0% |
| YTD | -9.9% | +14.3% | -24.2% | -28.7% |
| 1Y | 0.0% | +21.7% | -21.8% | -28.2% |
| 3Y | +117.5% | +98.6% | +18.9% | -26.9% |
| 5Y | -6.6% | +85.1% | -91.8% | -60.1% |
| 10Y | +3,320.3% | +412.0% | +2,908.3% | +262.4% |
| All | +8,434.7% | +443.6% | +7,991.1% | +745.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling