+292.4%
C vs SHAK
+87.2%
+205.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | -0.6% |
| 7D | +0.8% | -8.3% | +9.1% | +2.9% |
| 30D | +0.9% | -12.6% | +13.5% | +4.2% |
| 3M | +1.1% | +9.1% | -8.1% | -2.0% |
| 6M | +28.4% | -31.2% | +59.6% | +36.9% |
| YTD | +20.8% | -21.6% | +42.3% | +24.1% |
| 1Y | +43.4% | -38.8% | +82.2% | +56.6% |
| 3Y | +274.9% | +0.6% | +274.3% | +239.2% |
| 5Y | +136.7% | -22.5% | +159.2% | +115.6% |
| All | +292.4% | +87.2% | +205.2% | +144.4% |
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 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