+337.3%
EAT vs SHAK
+34.1%
+303.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -0.5% |
| 7D | -6.8% | -7.2% | +0.4% | -3.9% |
| 30D | -5.4% | -11.8% | +6.4% | -0.3% |
| 3M | +42.8% | +17.2% | +25.6% | +32.4% |
| 6M | +56.5% | -34.1% | +90.6% | +78.3% |
| YTD | +50.0% | -22.4% | +72.4% | +58.9% |
| 1Y | +38.3% | -35.9% | +74.2% | +57.9% |
| 3Y | +591.6% | -3.4% | +595.0% | +524.2% |
| 5Y | +312.6% | -25.4% | +338.1% | +293.7% |
| 10Y | +381.4% | +83.4% | +298.0% | +235.0% |
| All | +337.3% | +34.1% | +303.3% | +204.7% |
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 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