+238.8%
EQX vs SHAK
+42.5%
+196.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +1.2% |
| 7D | -3.2% | -8.3% | +5.1% | -1.9% |
| 30D | +7.8% | -12.6% | +20.4% | +10.1% |
| 3M | +21.3% | +9.1% | +12.2% | +19.6% |
| 6M | -22.4% | -31.2% | +8.8% | -18.9% |
| YTD | -11.3% | -21.6% | +10.3% | -9.3% |
| 1Y | +13.5% | -38.8% | +52.3% | +19.9% |
| 3Y | +162.1% | +0.6% | +161.5% | +147.5% |
| 5Y | +84.2% | -22.5% | +106.7% | +71.9% |
| All | +238.8% | +42.5% | +196.3% | +282.4% |
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 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