+138.6%
ETSY vs SHAK
+5.6%
+133.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +1.2% |
| 7D | -12.7% | -11.0% | -1.8% | -9.7% |
| 30D | -9.9% | -14.0% | +4.1% | -6.0% |
| 3M | +4.2% | +13.3% | -9.1% | -0.5% |
| 6M | +34.2% | -35.3% | +69.5% | +47.5% |
| YTD | +29.1% | -24.0% | +53.1% | +34.4% |
| 1Y | +23.8% | -36.7% | +60.5% | +36.0% |
| 3Y | +6.6% | -5.4% | +12.0% | -3.8% |
| 5Y | -67.0% | -24.9% | -42.1% | -69.3% |
| 10Y | +424.9% | +79.6% | +345.2% | +265.6% |
| All | +138.6% | +5.6% | +133.0% | +63.3% |
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