+379.2%
ALL vs SHAK
+47.7%
+331.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -1.5% | -6.6% | +5.1% | -0.8% |
| 3M | +23.6% | +30.1% | -6.4% | +19.6% |
| 6M | +22.3% | -28.7% | +51.1% | +25.5% |
| YTD | +26.5% | -14.5% | +41.0% | +26.7% |
| 1Y | +27.0% | -31.9% | +58.9% | +30.3% |
| 3Y | +149.6% | -1.0% | +150.5% | +137.2% |
| 5Y | +118.1% | -18.7% | +136.8% | +105.7% |
| 10Y | +369.0% | +98.1% | +270.9% | +279.3% |
| All | +379.2% | +47.7% | +331.5% | +291.5% |
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