+379.9%
CSCO vs SHAK
+87.2%
+292.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.2% | +1.2% | +3.9% |
| 7D | +2.7% | -8.3% | +11.0% | +3.9% |
| 30D | -9.5% | -12.6% | +3.2% | -7.9% |
| 3M | -7.6% | +9.1% | -16.7% | -9.1% |
| 6M | +44.9% | -31.2% | +76.1% | +50.1% |
| YTD | +47.7% | -21.6% | +69.3% | +49.8% |
| 1Y | +69.1% | -38.8% | +107.9% | +77.4% |
| 3Y | +113.5% | +0.6% | +112.9% | +99.6% |
| 5Y | +122.8% | -22.5% | +145.3% | +108.5% |
| All | +379.9% | +87.2% | +292.7% | +250.3% |
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 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