+23.1%
ECL vs SHAK
-21.2%
+44.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.8% | -0.4% | +2.9% |
| 7D | +7.7% | +8.3% | -0.6% | +6.6% |
| 30D | +13.7% | +16.7% | -3.0% | +11.4% |
| 3M | +11.6% | +10.0% | +1.6% | +9.8% |
| 6M | +23.9% | -23.8% | +47.7% | +26.9% |
| YTD | +21.0% | -10.3% | +31.3% | +20.1% |
| 1Y | +23.1% | -22.9% | +46.0% | +26.4% |
| All | +23.1% | -21.2% | +44.4% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling