+3,781.0%
SHOP vs ALK
-45.9%
+3,826.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -1.2% | -1.2% | 0.0% | -0.9% |
| 30D | -14.7% | +7.7% | -22.4% | -17.0% |
| 3M | -7.2% | -19.0% | +11.8% | -0.7% |
| 6M | +54.2% | -0.2% | +54.4% | +51.8% |
| YTD | -8.6% | -23.5% | +14.9% | -3.3% |
| 1Y | +0.5% | -9.1% | +9.6% | 0.0% |
| 3Y | +135.9% | +12.0% | +123.9% | +114.0% |
| 5Y | -11.9% | -30.9% | +19.0% | -7.8% |
| All | +3,781.0% | -45.9% | +3,826.9% | +4,513.1% |
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