+115.4%
ALL vs SHAK
-27.4%
+142.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -4.3% | -11.0% | +6.7% | -3.5% |
| 30D | -3.6% | -14.0% | +10.4% | -2.5% |
| 3M | +13.2% | +13.3% | 0.0% | +11.8% |
| 6M | +22.5% | -35.3% | +57.8% | +25.7% |
| YTD | +22.7% | -24.0% | +46.7% | +23.9% |
| 1Y | +28.3% | -36.7% | +65.0% | +31.4% |
| 3Y | +152.0% | -5.4% | +157.4% | +142.0% |
| 5Y | +115.4% | -24.9% | +140.3% | +102.2% |
| All | +115.4% | -27.4% | +142.9% | +102.2% |
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 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