-27.0%
ETHA vs SHAK
-22.5%
-4.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | +0.1% | +2.2% |
| 7D | +3.5% | -8.3% | +11.7% | +6.4% |
| 30D | +35.3% | -12.6% | +48.0% | +41.5% |
| 3M | +50.9% | +9.1% | +41.7% | +44.9% |
| 6M | +22.1% | -31.2% | +53.4% | +34.0% |
| YTD | -14.6% | -21.6% | +7.0% | -11.7% |
| 1Y | -42.8% | -38.8% | -4.0% | -34.6% |
| All | -27.0% | -22.5% | -4.5% | -25.0% |
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