+32.1%
ES vs SHAK
+1.3%
+30.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.8% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | -1.2% | -5.2% | +4.1% | -0.9% |
| 3M | +5.0% | +27.3% | -22.3% | +3.1% |
| 6M | -2.8% | -27.9% | +25.1% | -1.1% |
| YTD | +8.6% | -17.0% | +25.5% | +8.9% |
| 1Y | +18.9% | -30.9% | +49.9% | +21.0% |
| 3Y | +32.1% | +3.4% | +28.8% | +11.0% |
| All | +32.1% | +1.3% | +30.9% | +11.0% |
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