+84.3%
ESI vs SHAK
+34.1%
+50.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | +0.5% |
| 7D | +3.9% | -7.2% | +11.1% | +5.8% |
| 30D | -3.8% | -11.8% | +8.0% | -0.8% |
| 3M | -13.1% | +17.2% | -30.3% | -17.4% |
| 6M | +11.3% | -34.1% | +45.5% | +20.9% |
| YTD | +44.1% | -22.4% | +66.5% | +49.5% |
| 1Y | +40.3% | -35.9% | +76.3% | +52.4% |
| 3Y | +84.1% | -3.4% | +87.4% | +71.1% |
| 5Y | +75.8% | -25.4% | +101.2% | +65.6% |
| 10Y | +320.7% | +83.4% | +237.3% | +174.7% |
| All | +84.3% | +34.1% | +50.3% | +24.0% |
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 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