+205.3%
ECL vs SHAK
+47.7%
+157.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.6% | -0.7% | -1.9% | -2.5% |
| 30D | -2.2% | -6.6% | +4.5% | -1.2% |
| 3M | +10.1% | +30.1% | -20.0% | +5.0% |
| 6M | -5.7% | -28.7% | +23.0% | -2.0% |
| YTD | +7.0% | -14.5% | +21.5% | +7.6% |
| 1Y | +2.7% | -31.9% | +34.5% | +6.9% |
| 3Y | +57.7% | -1.0% | +58.7% | +47.5% |
| 5Y | +31.1% | -18.7% | +49.8% | +21.8% |
| 10Y | +150.9% | +98.1% | +52.8% | +93.2% |
| All | +205.3% | +47.7% | +157.7% | +133.2% |
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 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