-12.1%
DOW vs SHAK
+17.9%
-29.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.2% | -2.8% |
| 7D | -1.4% | -8.3% | +6.9% | +0.5% |
| 30D | -3.9% | -12.6% | +8.7% | -1.1% |
| 3M | -12.7% | +9.1% | -21.8% | -15.2% |
| 6M | -13.7% | -31.2% | +17.6% | -9.1% |
| YTD | +28.4% | -21.6% | +50.0% | +30.2% |
| 1Y | +21.8% | -38.8% | +60.5% | +31.2% |
| 3Y | -35.7% | +0.6% | -36.3% | -42.1% |
| 5Y | -36.8% | -22.5% | -14.3% | -42.7% |
| All | -12.1% | +17.9% | -29.9% | -44.7% |
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