+146.4%
SHOP vs ALK
+16.0%
+130.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | -5.4% | +9.0% | -14.5% | -8.4% |
| 30D | -10.3% | -1.6% | -8.7% | -9.9% |
| 3M | +1.0% | -23.2% | +24.2% | +11.0% |
| 6M | +41.2% | -3.9% | +45.1% | +40.8% |
| YTD | -7.5% | -22.6% | +15.1% | -1.8% |
| 1Y | -4.6% | -5.3% | +0.7% | -7.8% |
| 3Y | +146.4% | +18.6% | +127.8% | +121.9% |
| All | +146.4% | +16.0% | +130.5% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling