+520.6%
EQIX vs SHAK
+31.3%
+489.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.6% |
| 7D | -1.6% | -11.0% | +9.3% | -0.3% |
| 30D | -0.4% | -14.0% | +13.7% | +1.3% |
| 3M | -0.9% | +13.3% | -14.2% | -2.7% |
| 6M | +8.1% | -35.3% | +43.5% | +12.3% |
| YTD | +35.7% | -24.0% | +59.7% | +37.6% |
| 1Y | +34.0% | -36.7% | +70.7% | +38.8% |
| 3Y | +41.4% | -5.4% | +46.8% | +36.7% |
| 5Y | +34.0% | -24.9% | +58.9% | +28.7% |
| 10Y | +242.4% | +79.6% | +162.7% | +192.1% |
| All | +520.6% | +31.3% | +489.3% | +423.6% |
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