+8,434.7%
SHOP vs SHAK
-11.4%
+8,446.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -5.1% | -0.7% | -4.4% | -4.8% |
| 30D | +0.6% | -6.6% | +7.2% | +3.3% |
| 3M | +25.0% | +30.1% | -5.0% | +12.1% |
| 6M | +11.9% | -28.7% | +40.7% | +23.2% |
| YTD | -9.9% | -14.5% | +4.6% | -8.6% |
| 1Y | 0.0% | -31.9% | +31.8% | +10.9% |
| 3Y | +117.5% | -1.0% | +118.4% | +94.7% |
| 5Y | -6.6% | -18.7% | +12.0% | -11.6% |
| 10Y | +3,320.3% | +98.1% | +3,222.2% | +1,909.9% |
| All | +8,434.7% | -11.4% | +8,446.1% | +8,307.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling