+27.7%
ALL vs SHAK
-34.9%
+62.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.7% |
| 7D | -2.3% | -8.3% | +6.0% | -2.0% |
| 30D | -0.4% | -12.6% | +12.2% | -0.1% |
| 3M | +16.0% | +9.1% | +6.9% | +15.4% |
| 6M | +24.6% | -31.2% | +55.8% | +26.0% |
| YTD | +23.7% | -21.6% | +45.2% | +23.5% |
| 1Y | +27.7% | -38.8% | +66.5% | +28.0% |
| All | +27.7% | -34.9% | +62.6% | +28.0% |
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