+22.2%
A vs SHAK
-21.2%
+43.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.7% |
| 7D | -2.4% | +8.3% | -10.7% | -3.0% |
| 30D | +3.6% | +16.7% | -13.1% | +2.3% |
| 3M | +27.5% | +10.0% | +17.5% | +26.3% |
| 6M | +58.5% | -23.8% | +82.3% | +61.9% |
| YTD | +31.2% | -10.3% | +41.5% | +30.2% |
| 1Y | +22.2% | -22.9% | +45.1% | +28.5% |
| All | +22.2% | -21.2% | +43.4% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling