+3,647.2%
SHOP vs ALK
-37.5%
+3,684.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.1% | -5.0% | -0.3% |
| 7D | -2.7% | +8.9% | -11.6% | -5.3% |
| 30D | -11.0% | +5.9% | -16.9% | -12.9% |
| 3M | +0.3% | -16.5% | +16.9% | +6.1% |
| 6M | +37.7% | +2.1% | +35.6% | +34.7% |
| YTD | -5.5% | -17.1% | +11.6% | -2.7% |
| 1Y | -0.2% | -2.9% | +2.6% | -2.9% |
| 3Y | +151.9% | +24.5% | +127.4% | +120.8% |
| 5Y | -2.2% | -29.1% | +26.9% | +0.4% |
| 10Y | +3,647.2% | -39.1% | +3,686.3% | +4,707.8% |
| All | +3,647.2% | -37.5% | +3,684.6% | +4,707.8% |
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