+3,291.5%
SHOP vs ALK
-35.2%
+3,326.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.1% |
| 7D | -5.1% | -0.7% | -4.4% | -4.9% |
| 30D | +0.6% | -19.2% | +19.8% | +7.8% |
| 3M | +25.0% | -1.5% | +26.6% | +24.4% |
| 6M | +11.9% | -13.1% | +25.0% | +14.5% |
| YTD | -9.9% | -16.4% | +6.6% | -7.2% |
| 1Y | 0.0% | -33.1% | +33.0% | +10.3% |
| 3Y | +117.5% | +0.6% | +116.9% | +104.3% |
| 5Y | -6.6% | -26.4% | +19.7% | -4.7% |
| All | +3,291.5% | -35.2% | +3,326.7% | +3,363.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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