+33.6%
EQT vs SHAK
-2.6%
+36.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -1.9% |
| 7D | -2.0% | -8.3% | +6.3% | -1.3% |
| 30D | 0.0% | -12.6% | +12.7% | +1.0% |
| 3M | +5.9% | +9.1% | -3.2% | +4.7% |
| 6M | -14.8% | -31.2% | +16.5% | -12.6% |
| YTD | +1.8% | -21.6% | +23.3% | +2.3% |
| 1Y | +7.4% | -38.8% | +46.1% | +11.2% |
| 3Y | +33.6% | +0.6% | +33.0% | +26.1% |
| All | +33.6% | -2.6% | +36.3% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling