+41.1%
D vs SHAK
+47.7%
-6.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | +1.5% | -0.7% | +2.2% | +1.5% |
| 30D | -2.6% | -6.6% | +4.0% | -2.2% |
| 3M | 0.0% | +30.1% | -30.1% | -1.9% |
| 6M | +7.4% | -28.7% | +36.1% | +9.0% |
| YTD | +15.9% | -14.5% | +30.4% | +16.0% |
| 1Y | +18.1% | -31.9% | +50.0% | +19.9% |
| 3Y | +58.4% | -1.0% | +59.3% | +53.5% |
| 5Y | +5.2% | -18.7% | +23.9% | +1.4% |
| 10Y | +35.9% | +98.1% | -62.3% | +19.5% |
| All | +41.1% | +47.7% | -6.6% | +22.1% |
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