+72.2%
EQX vs SHAK
-22.8%
+95.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +1.0% |
| 7D | -3.2% | -8.3% | +5.1% | -1.5% |
| 30D | +7.8% | -12.6% | +20.4% | +10.8% |
| 3M | +21.3% | +9.1% | +12.2% | +19.1% |
| 6M | -22.4% | -31.2% | +8.8% | -17.8% |
| YTD | -11.3% | -21.6% | +10.3% | -8.9% |
| 1Y | +13.5% | -38.8% | +52.3% | +22.1% |
| 3Y | +162.1% | +0.6% | +161.5% | +133.5% |
| All | +72.2% | -22.8% | +95.0% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling