+199.9%
B vs SHAK
+81.5%
+118.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.5% | -2.3% |
| 7D | -5.0% | -11.0% | +5.9% | -4.0% |
| 30D | +8.7% | -14.0% | +22.7% | +10.2% |
| 3M | +17.3% | +13.3% | +4.1% | +16.0% |
| 6M | -5.0% | -35.3% | +30.3% | -2.1% |
| YTD | +1.4% | -24.0% | +25.4% | +3.0% |
| 1Y | +50.5% | -36.7% | +87.2% | +55.0% |
| 3Y | +194.4% | -5.4% | +199.7% | +187.1% |
| 5Y | +156.7% | -24.9% | +181.6% | +149.1% |
| All | +199.9% | +81.5% | +118.4% | +196.5% |
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