+65.9%
EW vs SHAK
+36.4%
+29.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.9% |
| 7D | +4.9% | +4.3% | +0.6% | +4.4% |
| 30D | +23.9% | +9.0% | +14.9% | +22.8% |
| 3M | +15.8% | +1.8% | +13.9% | +15.3% |
| 6M | +31.7% | +17.3% | +14.3% | +28.7% |
| YTD | +25.7% | -7.6% | +33.3% | +25.2% |
| 1Y | +24.4% | -16.9% | +41.3% | +25.3% |
| 3Y | +65.9% | +35.1% | +30.8% | +51.5% |
| All | +65.9% | +36.4% | +29.5% | +51.5% |
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