+46.1%
ASML vs SHAK
-21.2%
+67.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.8% | -7.4% | -3.9% |
| 7D | -10.0% | +8.3% | -18.3% | -10.7% |
| 30D | -19.4% | +16.7% | -36.1% | -20.7% |
| 3M | -12.5% | +10.0% | -22.4% | -13.5% |
| 6M | +8.2% | -23.8% | +32.0% | +14.2% |
| YTD | +40.7% | -10.3% | +51.0% | +45.6% |
| 1Y | +46.1% | -22.9% | +69.0% | +53.4% |
| All | +46.1% | -21.2% | +67.4% | +53.4% |
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