+16.9%
A vs SHAK
-34.9%
+51.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +2.4% |
| 7D | -2.6% | -8.3% | +5.7% | -1.8% |
| 30D | -0.9% | -12.6% | +11.8% | +0.3% |
| 3M | +13.6% | +9.1% | +4.5% | +12.6% |
| 6M | +27.8% | -31.2% | +59.1% | +31.7% |
| YTD | +8.6% | -21.6% | +30.2% | +9.3% |
| 1Y | +16.9% | -38.8% | +55.7% | +22.8% |
| All | +16.9% | -34.9% | +51.7% | +22.8% |
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 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