+21.1%
BABA vs SHAK
+59.7%
-38.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.0% |
| 7D | -3.6% | +3.0% | -6.6% | -4.2% |
| 30D | -8.4% | +8.2% | -16.6% | -9.8% |
| 3M | -20.6% | +4.6% | -25.2% | -21.7% |
| 6M | -25.4% | +16.3% | -41.7% | -28.3% |
| YTD | -30.1% | -7.6% | -22.6% | -31.1% |
| 1Y | -36.3% | -18.7% | -17.5% | -35.8% |
| 3Y | +30.4% | +36.4% | -6.0% | +11.9% |
| 5Y | -35.7% | -10.5% | -25.2% | -42.2% |
| 10Y | +16.0% | +99.0% | -83.0% | -14.4% |
| All | +21.1% | +59.7% | -38.6% | -11.6% |
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