+367.4%
EAT vs SHAK
+87.2%
+280.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -2.6% |
| 7D | -7.7% | -8.3% | +0.6% | -3.7% |
| 30D | -13.6% | -12.6% | -0.9% | -7.7% |
| 3M | +33.9% | +9.1% | +24.7% | +26.5% |
| 6M | +47.2% | -31.2% | +78.5% | +67.7% |
| YTD | +48.1% | -21.6% | +69.6% | +56.8% |
| 1Y | +33.7% | -38.8% | +72.5% | +59.7% |
| 3Y | +595.8% | +0.6% | +595.2% | +480.7% |
| 5Y | +314.4% | -22.5% | +336.9% | +269.0% |
| All | +367.4% | +87.2% | +280.2% | +128.3% |
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