+1,862.5%
EME vs SHAK
+34.1%
+1,828.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -1.2% |
| 7D | +2.7% | -7.2% | +9.9% | +4.2% |
| 30D | -6.8% | -11.8% | +5.0% | -4.6% |
| 3M | -8.8% | +17.2% | -26.0% | -12.2% |
| 6M | +5.0% | -34.1% | +39.1% | +11.3% |
| YTD | +23.5% | -22.4% | +45.9% | +26.2% |
| 1Y | +21.3% | -35.9% | +57.2% | +28.3% |
| 3Y | +241.1% | -3.4% | +244.4% | +224.5% |
| 5Y | +549.2% | -25.4% | +574.6% | +521.1% |
| 10Y | +1,306.4% | +83.4% | +1,223.0% | +983.7% |
| All | +1,862.5% | +34.1% | +1,828.4% | +1,417.5% |
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