+47.6%
EMB vs SHAK
+43.4%
+4.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | 0.0% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | -0.5% | -5.2% | +4.8% | -0.2% |
| 3M | +0.3% | +27.3% | -26.9% | -1.2% |
| 6M | +1.2% | -27.9% | +29.0% | +2.4% |
| YTD | +1.5% | -17.0% | +18.4% | +1.8% |
| 1Y | +4.8% | -30.9% | +35.7% | +6.1% |
| 3Y | +30.4% | +3.4% | +27.0% | +27.0% |
| 5Y | +7.3% | -20.5% | +27.7% | +4.2% |
| 10Y | +29.7% | +88.3% | -58.6% | +18.8% |
| All | +47.6% | +43.4% | +4.2% | +35.5% |
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