+85.5%
ETN vs SHAK
-2.6%
+88.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.8% | +3.3% |
| 7D | +3.5% | -8.3% | +11.8% | +5.4% |
| 30D | -7.5% | -12.6% | +5.1% | -4.9% |
| 3M | +8.3% | +9.1% | -0.8% | +5.5% |
| 6M | +20.2% | -31.2% | +51.4% | +28.4% |
| YTD | +34.7% | -21.6% | +56.3% | +38.6% |
| 1Y | +19.4% | -38.8% | +58.2% | +30.5% |
| 3Y | +85.5% | +0.6% | +84.9% | +79.7% |
| All | +85.5% | -2.6% | +88.2% | +79.7% |
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