+2,993.7%
SHOP vs SHAK
+87.2%
+2,906.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | +0.4% |
| 7D | -11.2% | -8.3% | -2.9% | -7.8% |
| 30D | -14.4% | -12.6% | -1.7% | -9.2% |
| 3M | +16.6% | +9.1% | +7.5% | +12.5% |
| 6M | -0.6% | -31.2% | +30.7% | +11.5% |
| YTD | -20.0% | -21.6% | +1.6% | -15.8% |
| 1Y | -11.2% | -38.8% | +27.6% | +3.7% |
| 3Y | +99.5% | +0.6% | +98.9% | +75.6% |
| 5Y | -13.2% | -22.5% | +9.3% | -17.4% |
| All | +2,993.7% | +87.2% | +2,906.5% | +1,777.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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