+25.7%
BABA vs SHAK
+64.1%
-38.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.3% | -11.0% | -5.0% |
| 7D | +3.8% | +6.5% | -2.6% | +2.5% |
| 30D | -5.4% | +15.3% | -20.7% | -8.0% |
| 3M | -17.9% | +8.5% | -26.4% | -19.6% |
| 6M | -24.1% | +10.0% | -34.1% | -26.3% |
| YTD | -27.4% | -5.0% | -22.5% | -28.8% |
| 1Y | -36.1% | -15.3% | -20.7% | -36.1% |
| 3Y | +35.4% | +40.7% | -5.3% | +15.6% |
| 5Y | -30.1% | -7.9% | -22.1% | -37.5% |
| 10Y | +15.8% | +132.0% | -116.1% | -16.1% |
| All | +25.7% | +64.1% | -38.4% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling