+123.3%
EFX vs SHAK
+34.1%
+89.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.5% | -0.9% |
| 7D | -9.4% | -7.2% | -2.2% | -8.2% |
| 30D | -6.9% | -11.8% | +4.9% | -4.9% |
| 3M | +0.1% | +17.2% | -17.0% | -2.9% |
| 6M | -17.3% | -34.1% | +16.8% | -12.8% |
| YTD | -21.8% | -22.4% | +0.5% | -20.1% |
| 1Y | -32.5% | -35.9% | +3.4% | -29.0% |
| 3Y | -12.3% | -3.4% | -9.0% | -16.8% |
| 5Y | -36.6% | -25.4% | -11.2% | -39.7% |
| 10Y | +41.0% | +83.4% | -42.4% | +13.5% |
| All | +123.3% | +34.1% | +89.2% | +83.0% |
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