+101.2%
ET vs SHAK
-5.6%
+106.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | +1.4% | -11.0% | +12.3% | +2.3% |
| 30D | +4.6% | -14.0% | +18.6% | +5.8% |
| 3M | +16.0% | +13.3% | +2.8% | +14.2% |
| 6M | +22.8% | -35.3% | +58.1% | +26.7% |
| YTD | +38.9% | -24.0% | +62.8% | +39.7% |
| 1Y | +34.1% | -36.7% | +70.8% | +38.0% |
| All | +101.2% | -5.6% | +106.8% | +99.5% |
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