+132.0%
C vs SHAK
-25.9%
+157.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +2.0% |
| 7D | +2.6% | -7.2% | +9.8% | +4.0% |
| 30D | +1.9% | -11.8% | +13.7% | +4.3% |
| 3M | +2.8% | +17.2% | -14.4% | -1.0% |
| 6M | +30.6% | -34.1% | +64.7% | +38.9% |
| YTD | +19.9% | -22.4% | +42.2% | +22.9% |
| 1Y | +44.6% | -35.9% | +80.5% | +53.8% |
| 3Y | +272.1% | -3.4% | +275.5% | +252.6% |
| 5Y | +132.0% | -25.4% | +157.4% | +116.3% |
| All | +132.0% | -25.9% | +157.8% | +116.3% |
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