+164.3%
EWY vs SHAK
-34.0%
+198.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.8% | -0.7% | +5.5% | +4.9% |
| 30D | +11.7% | -6.6% | +18.3% | +13.0% |
| 3M | -7.4% | +30.1% | -37.5% | -12.0% |
| 6M | +40.6% | -28.7% | +69.3% | +48.4% |
| YTD | +94.3% | -14.5% | +108.8% | +98.8% |
| 1Y | +164.3% | -31.9% | +196.2% | +182.9% |
| All | +164.3% | -34.0% | +198.3% | +182.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling