+15.9%
EW vs SHAK
-5.6%
+21.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | -3.4% | -11.0% | +7.6% | -2.1% |
| 30D | -7.4% | -14.0% | +6.7% | -5.9% |
| 3M | +0.9% | +13.3% | -12.3% | -0.9% |
| 6M | +1.2% | -35.3% | +36.5% | +5.1% |
| YTD | +1.8% | -24.0% | +25.8% | +3.7% |
| 1Y | +10.8% | -36.7% | +47.6% | +15.1% |
| All | +15.9% | -5.6% | +21.5% | +7.6% |
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