+117.8%
EW vs SHAK
+87.2%
+30.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.2% | -5.9% | -3.4% |
| 7D | -6.2% | -8.3% | +2.1% | -4.6% |
| 30D | -9.3% | -12.6% | +3.3% | -7.1% |
| 3M | -1.6% | +9.1% | -10.7% | -3.9% |
| 6M | -0.8% | -31.2% | +30.4% | +4.4% |
| YTD | -1.0% | -21.6% | +20.6% | +1.1% |
| 1Y | +8.2% | -38.8% | +46.9% | +15.7% |
| 3Y | +12.7% | +0.6% | +12.1% | +2.3% |
| 5Y | -30.2% | -22.5% | -7.7% | -36.1% |
| All | +117.8% | +87.2% | +30.6% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling