+29.8%
ECL vs SHAK
-22.8%
+52.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.2% |
| 7D | -1.1% | -8.3% | +7.2% | +0.3% |
| 30D | -0.8% | -12.6% | +11.8% | +1.3% |
| 3M | +5.0% | +9.1% | -4.1% | +3.1% |
| 6M | +0.2% | -31.2% | +31.5% | +4.9% |
| YTD | +5.8% | -21.6% | +27.4% | +7.8% |
| 1Y | +1.5% | -38.8% | +40.3% | +7.7% |
| 3Y | +55.0% | +0.6% | +54.4% | +40.7% |
| All | +29.8% | -22.8% | +52.6% | +18.3% |
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 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