+79.8%
ESI vs SHAK
-5.6%
+85.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.0% |
| 7D | -2.3% | -11.0% | +8.7% | +0.4% |
| 30D | -9.0% | -14.0% | +5.0% | -5.8% |
| 3M | -13.3% | +13.3% | -26.5% | -16.8% |
| 6M | +5.3% | -35.3% | +40.6% | +15.0% |
| YTD | +37.6% | -24.0% | +61.6% | +43.8% |
| 1Y | +33.6% | -36.7% | +70.3% | +45.8% |
| All | +79.8% | -5.6% | +85.4% | +64.8% |
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