+82.7%
ASML vs SHAK
-12.1%
+94.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.0% |
| 7D | +4.9% | +4.3% | +0.6% | +3.7% |
| 30D | -9.3% | +9.0% | -18.3% | -11.6% |
| 3M | -19.0% | +1.8% | -20.8% | -19.9% |
| 6M | -5.2% | +17.3% | -22.5% | -11.7% |
| YTD | +40.6% | -7.6% | +48.2% | +37.5% |
| 1Y | +47.5% | -16.9% | +64.4% | +48.8% |
| 3Y | +133.9% | +35.1% | +98.8% | +78.0% |
| All | +82.7% | -12.1% | +94.7% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling