+394.1%
ALL vs SHAK
+59.5%
+334.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | 0.0% |
| 7D | +5.0% | +4.3% | +0.7% | +4.5% |
| 30D | +13.3% | +9.0% | +4.3% | +12.1% |
| 3M | +3.2% | +1.8% | +1.4% | +2.7% |
| 6M | +25.3% | +17.3% | +8.0% | +22.2% |
| YTD | +30.5% | -7.6% | +38.1% | +29.2% |
| 1Y | +29.2% | -16.9% | +46.1% | +29.5% |
| 3Y | +119.1% | +35.1% | +84.1% | +100.2% |
| 5Y | +162.6% | -11.3% | +173.9% | +145.8% |
| 10Y | +378.8% | +98.8% | +279.9% | +284.5% |
| All | +394.1% | +59.5% | +334.5% | +299.3% |
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