+263.5%
EMR vs SHAK
+43.4%
+220.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +0.1% |
| 7D | +3.1% | -0.3% | +3.4% | +3.1% |
| 30D | -3.5% | -5.2% | +1.7% | -2.5% |
| 3M | +9.8% | +27.3% | -17.5% | +4.3% |
| 6M | +10.8% | -27.9% | +38.7% | +16.2% |
| YTD | +15.9% | -17.0% | +32.9% | +18.2% |
| 1Y | +16.4% | -30.9% | +47.4% | +22.6% |
| 3Y | +62.1% | +3.4% | +58.7% | +53.4% |
| 5Y | +62.9% | -20.5% | +83.4% | +54.8% |
| 10Y | +267.8% | +88.3% | +179.5% | +176.7% |
| All | +263.5% | +43.4% | +220.1% | +173.9% |
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