-16.3%
A vs SHAK
-27.4%
+11.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | -4.6% | -11.0% | +6.4% | -2.5% |
| 30D | -4.3% | -14.0% | +9.8% | -1.6% |
| 3M | +8.9% | +13.3% | -4.3% | +5.8% |
| 6M | +24.5% | -35.3% | +59.8% | +32.6% |
| YTD | +5.8% | -24.0% | +29.8% | +8.5% |
| 1Y | +16.2% | -36.7% | +52.9% | +23.4% |
| 3Y | +28.5% | -5.4% | +33.8% | +19.7% |
| 5Y | -16.3% | -24.9% | +8.6% | -24.8% |
| All | -16.3% | -27.4% | +11.1% | -24.8% |
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 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