+1,344.7%
EME vs SHAK
+87.2%
+1,257.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.2% | +1.2% | +3.6% |
| 7D | +3.5% | -8.3% | +11.8% | +5.4% |
| 30D | -6.3% | -12.6% | +6.3% | -3.7% |
| 3M | -3.8% | +9.1% | -12.9% | -6.3% |
| 6M | +8.5% | -31.2% | +39.8% | +14.9% |
| YTD | +27.8% | -21.6% | +49.4% | +30.6% |
| 1Y | +22.2% | -38.8% | +61.0% | +31.7% |
| 3Y | +253.5% | +0.6% | +252.9% | +228.7% |
| 5Y | +578.6% | -22.5% | +601.2% | +536.0% |
| All | +1,344.7% | +87.2% | +1,257.5% | +852.8% |
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