-5.6%
SHOP vs ALK
-25.3%
+19.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -1.4% |
| 7D | -5.1% | -0.7% | -4.4% | -4.7% |
| 30D | +0.6% | -19.2% | +19.8% | +12.1% |
| 3M | +25.0% | -1.5% | +26.6% | +23.3% |
| 6M | +11.9% | -13.1% | +25.0% | +15.4% |
| YTD | -9.9% | -16.4% | +6.6% | -6.4% |
| 1Y | 0.0% | -33.1% | +33.0% | +17.3% |
| 3Y | +117.5% | +0.6% | +116.9% | +76.6% |
| All | -5.6% | -25.3% | +19.7% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling