+25.7%
EMR vs SHAK
-21.2%
+46.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +1.6% |
| 7D | +1.6% | +8.3% | -6.7% | -0.2% |
| 30D | +5.0% | +16.7% | -11.7% | +1.3% |
| 3M | +7.7% | +10.0% | -2.3% | +5.0% |
| 6M | +26.8% | -23.8% | +50.6% | +34.2% |
| YTD | +29.9% | -10.3% | +40.2% | +33.9% |
| 1Y | +25.7% | -22.9% | +48.6% | +35.5% |
| All | +25.7% | -21.2% | +46.9% | +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 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