+113.6%
C vs SHAK
-12.1%
+125.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.7% |
| 7D | +4.2% | +4.3% | -0.1% | +3.2% |
| 30D | +2.0% | +9.0% | -7.0% | +0.1% |
| 3M | -10.1% | +1.8% | -11.9% | -10.9% |
| 6M | +1.0% | +17.3% | -16.3% | -3.5% |
| YTD | +8.5% | -7.6% | +16.1% | +7.1% |
| 1Y | +25.7% | -16.9% | +42.6% | +26.8% |
| 3Y | +216.0% | +35.1% | +180.9% | +176.5% |
| All | +113.6% | -12.1% | +125.7% | +88.5% |
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