+108.6%
ASML vs SHAK
-18.7%
+127.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | +2.2% | -6.6% | +8.8% | +4.0% |
| 3M | -2.3% | +30.1% | -32.4% | -10.7% |
| 6M | +23.0% | -28.7% | +51.7% | +32.1% |
| YTD | +61.1% | -14.5% | +75.6% | +62.1% |
| 1Y | +129.1% | -31.9% | +161.0% | +146.3% |
| 3Y | +165.4% | -1.0% | +166.3% | +131.1% |
| All | +108.6% | -18.7% | +127.3% | +81.0% |
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