+22.2%
EME vs SHAK
-34.9%
+57.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.2% | +1.2% | +4.0% |
| 7D | +3.5% | -8.3% | +11.8% | +4.2% |
| 30D | -6.3% | -12.6% | +6.3% | -5.3% |
| 3M | -3.8% | +9.1% | -12.9% | -4.6% |
| 6M | +8.5% | -31.2% | +39.8% | +12.9% |
| YTD | +27.8% | -21.6% | +49.4% | +29.9% |
| 1Y | +22.2% | -38.8% | +61.0% | +33.7% |
| All | +22.2% | -34.9% | +57.1% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling