+784.5%
ETN vs SHAK
+35.4%
+749.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.8% | +3.4% |
| 7D | +3.5% | -8.3% | +11.8% | +5.2% |
| 30D | -7.5% | -12.6% | +5.1% | -5.2% |
| 3M | +8.3% | +9.1% | -0.8% | +5.9% |
| 6M | +20.2% | -31.2% | +51.4% | +26.6% |
| YTD | +34.7% | -21.6% | +56.3% | +37.9% |
| 1Y | +19.4% | -38.8% | +58.2% | +27.9% |
| 3Y | +85.5% | +0.6% | +84.9% | +76.1% |
| 5Y | +186.6% | -22.5% | +209.1% | +172.7% |
| 10Y | +724.7% | +85.3% | +639.4% | +518.9% |
| All | +784.5% | +35.4% | +749.1% | +566.7% |
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 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