+49.0%
EQT vs SHAK
+31.3%
+17.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | -1.2% | -11.0% | +9.8% | +0.6% |
| 30D | +1.1% | -14.0% | +15.1% | +3.4% |
| 3M | +4.8% | +13.3% | -8.5% | +2.0% |
| 6M | -10.6% | -35.3% | +24.7% | -6.1% |
| YTD | +3.4% | -24.0% | +27.4% | +5.2% |
| 1Y | +8.7% | -36.7% | +45.4% | +13.6% |
| 3Y | +35.0% | -5.4% | +40.3% | +26.2% |
| 5Y | +204.2% | -24.9% | +229.2% | +184.1% |
| 10Y | +52.5% | +79.6% | -27.1% | +16.3% |
| All | +49.0% | +31.3% | +17.7% | +13.6% |
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