+39.7%
EFX vs SHAK
+87.2%
-47.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | 0.0% |
| 7D | -4.5% | -8.3% | +3.7% | -3.0% |
| 30D | -6.1% | -12.6% | +6.6% | -3.7% |
| 3M | +6.2% | +9.1% | -2.9% | +4.1% |
| 6M | -11.2% | -31.2% | +20.0% | -6.6% |
| YTD | -21.4% | -21.6% | +0.2% | -19.7% |
| 1Y | -34.3% | -38.8% | +4.5% | -29.8% |
| 3Y | -12.5% | +0.6% | -13.1% | -18.6% |
| 5Y | -35.6% | -22.5% | -13.0% | -39.9% |
| All | +39.7% | +87.2% | -47.5% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling