+125.3%
EEM vs SHAK
+34.1%
+91.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.4% |
| 7D | +2.0% | -7.2% | +9.2% | +3.0% |
| 30D | +5.1% | -11.8% | +16.9% | +6.9% |
| 3M | +4.6% | +17.2% | -12.6% | +1.8% |
| 6M | +17.8% | -34.1% | +51.9% | +23.1% |
| YTD | +25.8% | -22.4% | +48.2% | +28.1% |
| 1Y | +36.4% | -35.9% | +72.3% | +42.3% |
| 3Y | +90.0% | -3.4% | +93.4% | +80.3% |
| 5Y | +46.6% | -25.4% | +72.0% | +39.4% |
| 10Y | +132.3% | +83.4% | +48.8% | +81.5% |
| All | +125.3% | +34.1% | +91.3% | +80.1% |
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