+11.7%
D vs SHAK
-12.1%
+23.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | +0.1% |
| 7D | -1.4% | +4.3% | -5.7% | -1.6% |
| 30D | +7.7% | +9.0% | -1.3% | +7.2% |
| 3M | -0.3% | +1.8% | -2.1% | -0.5% |
| 6M | +10.1% | +17.3% | -7.3% | +8.9% |
| YTD | +19.1% | -7.6% | +26.7% | +18.6% |
| 1Y | +15.9% | -16.9% | +32.8% | +16.1% |
| 3Y | +75.0% | +35.1% | +40.0% | +66.1% |
| All | +11.7% | -12.1% | +23.7% | +4.9% |
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