-85.3%
CAPR vs SHAK
+59.5%
-144.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.2% | -10.1% | -7.7% |
| 7D | +5.9% | +4.3% | +1.6% | +4.8% |
| 30D | +44.6% | +9.0% | +35.6% | +41.9% |
| 3M | +126.4% | +1.8% | +124.5% | +124.7% |
| 6M | -68.6% | +17.3% | -85.9% | -71.4% |
| YTD | -67.0% | -7.6% | -59.4% | -68.7% |
| 1Y | +65.2% | -16.9% | +82.1% | +60.5% |
| 3Y | +235.6% | +35.1% | +200.5% | +156.3% |
| 5Y | +175.4% | -11.3% | +186.7% | +128.7% |
| 10Y | -65.0% | +98.8% | -163.8% | -79.2% |
| All | -85.3% | +59.5% | -144.9% | -91.0% |
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