+253.5%
EME vs SHAK
-2.6%
+256.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.2% | +1.2% | +3.7% |
| 7D | +3.5% | -8.3% | +11.8% | +5.3% |
| 30D | -6.3% | -12.6% | +6.3% | -3.9% |
| 3M | -3.8% | +9.1% | -12.9% | -6.2% |
| 6M | +8.5% | -31.2% | +39.8% | +15.1% |
| YTD | +27.8% | -21.6% | +49.4% | +30.4% |
| 1Y | +22.2% | -38.8% | +61.0% | +32.5% |
| 3Y | +253.5% | +0.6% | +252.9% | +242.2% |
| All | +253.5% | -2.6% | +256.1% | +242.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling