+35.5%
D vs SHAK
+81.5%
-46.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | -1.6% | -11.0% | +9.3% | -0.8% |
| 30D | -3.5% | -14.0% | +10.5% | -2.4% |
| 3M | -1.6% | +13.3% | -14.8% | -2.8% |
| 6M | +5.8% | -35.3% | +41.1% | +8.5% |
| YTD | +14.5% | -24.0% | +38.5% | +15.6% |
| 1Y | +14.2% | -36.7% | +50.9% | +16.9% |
| 3Y | +59.0% | -5.4% | +64.4% | +53.1% |
| 5Y | +5.4% | -24.9% | +30.3% | +1.1% |
| All | +35.5% | +81.5% | -46.0% | +16.6% |
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