+262.0%
C vs SHAK
+54.6%
+207.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.6% |
| 7D | +4.7% | +4.1% | +0.6% | +3.7% |
| 30D | +0.2% | +2.3% | -2.1% | -0.5% |
| 3M | -9.3% | -0.2% | -9.1% | -9.8% |
| 6M | -0.8% | +10.1% | -10.9% | -4.5% |
| YTD | +8.5% | -10.5% | +19.0% | +7.5% |
| 1Y | +23.1% | -22.4% | +45.5% | +25.9% |
| 3Y | +220.8% | +32.1% | +188.7% | +177.0% |
| 5Y | +112.4% | -14.0% | +126.4% | +93.2% |
| 10Y | +217.9% | +92.7% | +125.2% | +121.0% |
| All | +262.0% | +54.6% | +207.4% | +152.8% |
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