+96.1%
SHOP vs SHAK
-5.6%
+101.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.7% |
| 7D | -13.2% | -11.0% | -2.2% | -9.2% |
| 30D | -17.0% | -14.0% | -3.0% | -12.1% |
| 3M | +17.0% | +13.3% | +3.8% | +12.2% |
| 6M | -2.1% | -35.3% | +33.2% | +10.2% |
| YTD | -21.4% | -24.0% | +2.6% | -17.6% |
| 1Y | -11.0% | -36.7% | +25.7% | +0.4% |
| All | +96.1% | -5.6% | +101.7% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling