+318.7%
EAT vs SHAK
-27.4%
+346.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.6% |
| 7D | -6.2% | -11.0% | +4.8% | -1.3% |
| 30D | -3.0% | -14.0% | +11.0% | +3.6% |
| 3M | +45.6% | +13.3% | +32.4% | +36.5% |
| 6M | +53.5% | -35.3% | +88.9% | +77.8% |
| YTD | +49.6% | -24.0% | +73.6% | +59.9% |
| 1Y | +38.9% | -36.7% | +75.6% | +60.7% |
| 3Y | +589.7% | -5.4% | +595.0% | +504.3% |
| 5Y | +318.7% | -24.9% | +343.6% | +275.4% |
| All | +318.7% | -27.4% | +346.1% | +275.4% |
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