+158.8%
B vs SHAK
-25.9%
+184.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.9% |
| 7D | +1.0% | -7.2% | +8.2% | +1.9% |
| 30D | +9.5% | -11.8% | +21.3% | +11.1% |
| 3M | +14.3% | +17.2% | -2.8% | +12.2% |
| 6M | -1.9% | -34.1% | +32.3% | +1.9% |
| YTD | +4.1% | -22.4% | +26.5% | +5.9% |
| 1Y | +56.1% | -35.9% | +92.0% | +62.0% |
| 3Y | +202.0% | -3.4% | +205.4% | +187.2% |
| 5Y | +158.8% | -25.4% | +184.2% | +135.2% |
| All | +158.8% | -25.9% | +184.7% | +135.2% |
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 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