+32.7%
EIX vs SHAK
+47.7%
-14.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -19.1% | -0.7% | -18.4% | -19.0% |
| 30D | -16.9% | -6.6% | -10.3% | -16.4% |
| 3M | -20.0% | +30.1% | -50.1% | -22.3% |
| 6M | -21.3% | -28.7% | +7.4% | -19.6% |
| YTD | -1.7% | -14.5% | +12.8% | -1.7% |
| 1Y | +9.6% | -31.9% | +41.4% | +12.0% |
| 3Y | -3.7% | -1.0% | -2.7% | -7.2% |
| 5Y | +22.6% | -18.7% | +41.3% | +17.1% |
| 10Y | +17.7% | +98.1% | -80.4% | +0.9% |
| All | +32.7% | +47.7% | -14.9% | +11.7% |
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 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