+88.5%
ENB vs SHAK
+87.2%
+1.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.1% | -1.4% |
| 7D | -4.7% | -8.3% | +3.6% | -3.6% |
| 30D | -5.9% | -12.6% | +6.8% | -4.4% |
| 3M | -14.2% | +9.1% | -23.4% | -15.7% |
| 6M | -8.6% | -31.2% | +22.7% | -5.6% |
| YTD | +3.9% | -21.6% | +25.5% | +4.9% |
| 1Y | +1.8% | -38.8% | +40.6% | +6.2% |
| 3Y | +68.5% | +0.6% | +67.9% | +54.9% |
| 5Y | +62.4% | -22.5% | +85.0% | +49.8% |
| All | +88.5% | +87.2% | +1.3% | +32.8% |
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