+35.1%
BABA vs SHAK
+47.7%
-12.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.3% |
| 7D | -4.8% | -0.7% | -4.1% | -4.6% |
| 30D | -11.9% | -6.6% | -5.3% | -10.9% |
| 3M | -9.3% | +30.1% | -39.3% | -14.0% |
| 6M | -14.2% | -28.7% | +14.5% | -10.6% |
| YTD | -22.0% | -14.5% | -7.5% | -21.7% |
| 1Y | -12.7% | -31.9% | +19.2% | -8.9% |
| 3Y | +26.7% | -1.0% | +27.6% | +16.3% |
| 5Y | -29.3% | -18.7% | -10.6% | -35.5% |
| 10Y | +21.2% | +98.1% | -76.9% | -9.6% |
| All | +35.1% | +47.7% | -12.6% | +0.4% |
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