+15.0%
EEM vs SHAK
-21.2%
+36.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -3.0% | +0.5% |
| 7D | -3.0% | +8.3% | -11.3% | -3.7% |
| 30D | -10.3% | +16.7% | -27.0% | -11.7% |
| 3M | -6.6% | +10.0% | -16.6% | -7.6% |
| 6M | -3.4% | -23.8% | +20.4% | -0.3% |
| YTD | +13.2% | -10.3% | +23.5% | +14.3% |
| 1Y | +15.0% | -22.9% | +37.9% | +19.7% |
| All | +15.0% | -21.2% | +36.2% | +19.7% |
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 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