+51.0%
ASML vs SHAK
-19.6%
+70.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | +2.5% | +3.0% | -0.5% | +2.2% |
| 30D | -12.2% | +8.2% | -20.4% | -12.9% |
| 3M | -14.6% | +4.6% | -19.2% | -15.0% |
| 6M | -1.7% | +16.3% | -18.1% | -3.7% |
| YTD | +44.3% | -7.6% | +51.9% | +50.1% |
| 1Y | +51.0% | -18.7% | +69.7% | +57.7% |
| All | +51.0% | -19.6% | +70.6% | +57.7% |
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