+1,008.4%
ASX vs SHAK
+91.5%
+916.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.4% |
| 7D | +22.1% | +4.1% | +18.0% | +21.1% |
| 30D | -23.8% | +2.3% | -26.0% | -24.0% |
| 3M | -7.6% | -0.2% | -7.4% | -7.8% |
| 6M | +6.9% | +10.1% | -3.1% | +3.1% |
| YTD | +127.7% | -10.5% | +138.1% | +126.0% |
| 1Y | +144.5% | -22.4% | +166.9% | +150.2% |
| 3Y | +377.8% | +32.1% | +345.7% | +315.9% |
| 5Y | +498.2% | -14.0% | +512.2% | +446.6% |
| All | +1,008.4% | +91.5% | +916.9% | +687.7% |
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 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