+75.5%
ASML vs SHAK
-19.2%
+94.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.0% | +2.1% | +4.2% |
| 7D | -9.0% | +2.0% | -11.0% | -9.5% |
| 30D | -21.0% | +12.0% | -33.0% | -23.7% |
| 3M | -16.3% | +2.3% | -18.6% | -17.4% |
| 6M | -7.5% | -25.5% | +18.0% | -2.4% |
| YTD | +34.0% | -11.4% | +45.4% | +32.7% |
| 1Y | +39.3% | -21.8% | +61.1% | +43.1% |
| 3Y | +128.9% | +25.8% | +103.0% | +78.3% |
| All | +75.5% | -19.2% | +94.7% | +40.9% |
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