+145.0%
EFA vs SHAK
+35.4%
+109.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.6% |
| 7D | -1.5% | -8.3% | +6.8% | -0.4% |
| 30D | -1.7% | -12.6% | +11.0% | 0.0% |
| 3M | +3.5% | +9.1% | -5.6% | +1.9% |
| 6M | +9.5% | -31.2% | +40.7% | +13.5% |
| YTD | +12.9% | -21.6% | +34.5% | +14.7% |
| 1Y | +18.2% | -38.8% | +57.0% | +23.8% |
| 3Y | +64.8% | +0.6% | +64.2% | +56.4% |
| 5Y | +53.9% | -22.5% | +76.4% | +46.3% |
| 10Y | +144.8% | +85.3% | +59.5% | +96.9% |
| All | +145.0% | +35.4% | +109.6% | +98.5% |
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