+1,050.9%
ENTG vs SHAK
+34.1%
+1,016.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.9% | +3.2% |
| 7D | +8.9% | -7.2% | +16.1% | +11.1% |
| 30D | -0.8% | -11.8% | +11.0% | +2.7% |
| 3M | +6.6% | +17.2% | -10.6% | +0.7% |
| 6M | +22.1% | -34.1% | +56.2% | +33.9% |
| YTD | +70.2% | -22.4% | +92.5% | +77.4% |
| 1Y | +76.7% | -35.9% | +112.6% | +94.2% |
| 3Y | +50.5% | -3.4% | +53.8% | +42.2% |
| 5Y | +21.8% | -25.4% | +47.2% | +17.5% |
| 10Y | +811.7% | +83.4% | +728.3% | +577.7% |
| All | +1,050.9% | +34.1% | +1,016.8% | +721.1% |
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