+98.2%
ENB vs SHAK
+43.4%
+54.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.1% |
| 7D | -0.5% | -0.3% | -0.1% | -0.4% |
| 30D | -0.2% | -5.2% | +5.0% | +0.4% |
| 3M | -7.5% | +27.3% | -34.8% | -10.6% |
| 6M | -4.1% | -27.9% | +23.7% | -1.7% |
| YTD | +9.8% | -17.0% | +26.8% | +10.1% |
| 1Y | +8.7% | -30.9% | +39.6% | +11.3% |
| 3Y | +79.0% | +3.4% | +75.6% | +66.2% |
| 5Y | +69.1% | -20.5% | +89.6% | +57.4% |
| 10Y | +96.5% | +88.3% | +8.2% | +49.3% |
| All | +98.2% | +43.4% | +54.8% | +53.6% |
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