+330.3%
EW vs SHAK
+47.7%
+282.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +1.0% | -6.6% | +7.7% | +2.1% |
| 3M | +2.8% | +30.1% | -27.3% | -2.2% |
| 6M | +5.5% | -28.7% | +34.2% | +9.8% |
| YTD | +5.5% | -14.5% | +20.0% | +6.0% |
| 1Y | +11.0% | -31.9% | +42.9% | +15.6% |
| 3Y | +17.7% | -1.0% | +18.7% | +9.7% |
| 5Y | -25.7% | -18.7% | -7.0% | -31.2% |
| 10Y | +132.8% | +98.1% | +34.7% | +74.7% |
| All | +330.3% | +47.7% | +282.7% | +232.0% |
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