+297.3%
ESI vs SHAK
+87.2%
+210.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.3% |
| 7D | -4.6% | -8.3% | +3.6% | -2.5% |
| 30D | -10.5% | -12.6% | +2.1% | -7.5% |
| 3M | -19.8% | +9.1% | -28.9% | -22.5% |
| 6M | +5.8% | -31.2% | +37.1% | +13.8% |
| YTD | +38.3% | -21.6% | +59.9% | +43.2% |
| 1Y | +31.5% | -38.8% | +70.3% | +44.9% |
| 3Y | +80.7% | +0.6% | +80.1% | +65.5% |
| 5Y | +69.4% | -22.5% | +92.0% | +57.4% |
| All | +297.3% | +87.2% | +210.1% | +155.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling