+161.3%
EWJ vs SHAK
+31.3%
+130.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -1.5% | -11.0% | +9.5% | -0.2% |
| 30D | +0.2% | -14.0% | +14.2% | +1.9% |
| 3M | +8.6% | +13.3% | -4.7% | +6.6% |
| 6M | +12.1% | -35.3% | +47.5% | +16.6% |
| YTD | +20.1% | -24.0% | +44.1% | +22.2% |
| 1Y | +25.2% | -36.7% | +61.9% | +29.9% |
| 3Y | +70.8% | -5.4% | +76.1% | +65.0% |
| 5Y | +49.2% | -24.9% | +74.1% | +43.8% |
| 10Y | +138.6% | +79.6% | +59.0% | +99.3% |
| All | +161.3% | +31.3% | +130.0% | +118.4% |
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