+358.0%
ALL vs SHAK
+81.5%
+276.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -4.3% | -11.0% | +6.7% | -2.9% |
| 30D | -3.6% | -14.0% | +10.4% | -1.8% |
| 3M | +13.2% | +13.3% | 0.0% | +10.9% |
| 6M | +22.5% | -35.3% | +57.8% | +27.6% |
| YTD | +22.7% | -24.0% | +46.7% | +24.6% |
| 1Y | +28.3% | -36.7% | +65.0% | +33.2% |
| 3Y | +152.0% | -5.4% | +157.4% | +137.4% |
| 5Y | +115.4% | -24.9% | +140.3% | +102.3% |
| All | +358.0% | +81.5% | +276.6% | +242.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling