+1,559.3%
ASML vs SHAK
+91.5%
+1,467.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.6% |
| 7D | +10.4% | +4.1% | +6.3% | +9.3% |
| 30D | -12.7% | +2.3% | -15.0% | -13.3% |
| 3M | -17.2% | -0.2% | -16.9% | -17.6% |
| 6M | -1.3% | +10.1% | -11.4% | -5.9% |
| YTD | +40.8% | -10.5% | +51.3% | +39.2% |
| 1Y | +45.2% | -22.4% | +67.6% | +48.9% |
| 3Y | +131.8% | +32.1% | +99.7% | +93.0% |
| 5Y | +84.0% | -14.0% | +98.0% | +64.2% |
| All | +1,559.3% | +91.5% | +1,467.8% | +959.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling