+327.4%
A vs SHAK
+43.4%
+284.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.2% |
| 7D | -2.1% | -0.3% | -1.7% | -2.0% |
| 30D | +0.6% | -5.2% | +5.8% | +1.5% |
| 3M | +10.9% | +27.3% | -16.4% | +6.1% |
| 6M | +28.2% | -27.9% | +56.0% | +32.9% |
| YTD | +8.6% | -17.0% | +25.5% | +9.6% |
| 1Y | +15.5% | -30.9% | +46.5% | +19.9% |
| 3Y | +31.8% | +3.4% | +28.4% | +24.2% |
| 5Y | -14.9% | -20.5% | +5.6% | -19.6% |
| 10Y | +237.8% | +88.3% | +149.5% | +161.5% |
| All | +327.4% | +43.4% | +284.0% | +230.5% |
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 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