+985.8%
ASX vs SHAK
+97.6%
+888.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -2.7% |
| 7D | +12.4% | +4.3% | +8.1% | +11.4% |
| 30D | -19.8% | +9.0% | -28.8% | -21.2% |
| 3M | -10.3% | +1.8% | -12.1% | -11.0% |
| 6M | +1.2% | +17.3% | -16.1% | -3.8% |
| YTD | +123.0% | -7.6% | +130.7% | +119.8% |
| 1Y | +145.4% | -16.9% | +162.3% | +147.2% |
| 3Y | +368.6% | +35.1% | +333.6% | +305.9% |
| 5Y | +486.0% | -11.3% | +497.3% | +431.7% |
| All | +985.8% | +97.6% | +888.2% | +666.2% |
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