-14.7%
SHOP vs SHAK
-27.4%
+12.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +1.1% |
| 7D | -13.2% | -11.0% | -2.2% | -7.1% |
| 30D | -17.0% | -14.0% | -3.0% | -9.5% |
| 3M | +17.0% | +13.3% | +3.8% | +8.8% |
| 6M | -2.1% | -35.3% | +33.2% | +17.4% |
| YTD | -21.4% | -24.0% | +2.6% | -15.7% |
| 1Y | -11.0% | -36.7% | +25.7% | +6.1% |
| 3Y | +100.9% | -5.4% | +106.3% | +50.5% |
| 5Y | -14.7% | -24.9% | +10.2% | -35.6% |
| All | -14.7% | -27.4% | +12.7% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling