+273.0%
EMR vs SHAK
+87.2%
+185.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.9% |
| 7D | -0.4% | -8.3% | +7.9% | +1.5% |
| 30D | -6.8% | -12.6% | +5.9% | -4.0% |
| 3M | +7.5% | +9.1% | -1.6% | +4.9% |
| 6M | +9.9% | -31.2% | +41.1% | +17.2% |
| YTD | +16.0% | -21.6% | +37.6% | +19.9% |
| 1Y | +12.4% | -38.8% | +51.2% | +22.4% |
| 3Y | +60.2% | +0.6% | +59.6% | +50.6% |
| 5Y | +67.9% | -22.5% | +90.4% | +58.4% |
| All | +273.0% | +87.2% | +185.8% | +141.8% |
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