+1.5%
ECL vs SHAK
-34.9%
+36.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.3% |
| 7D | -1.1% | -8.3% | +7.2% | 0.0% |
| 30D | -0.8% | -12.6% | +11.8% | +0.8% |
| 3M | +5.0% | +9.1% | -4.1% | +3.4% |
| 6M | +0.2% | -31.2% | +31.5% | +3.9% |
| YTD | +5.8% | -21.6% | +27.4% | +7.1% |
| 1Y | +1.5% | -38.8% | +40.3% | +9.2% |
| All | +1.5% | -34.9% | +36.4% | +9.2% |
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