+303.5%
EWY vs SHAK
+87.2%
+216.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | +0.1% | +2.7% |
| 7D | -0.1% | -8.3% | +8.2% | +1.4% |
| 30D | +7.3% | -12.6% | +19.9% | +9.8% |
| 3M | -5.1% | +9.1% | -14.3% | -7.1% |
| 6M | +42.1% | -31.2% | +73.3% | +49.2% |
| YTD | +94.1% | -21.6% | +115.7% | +98.7% |
| 1Y | +147.8% | -38.8% | +186.6% | +163.8% |
| 3Y | +222.9% | +0.6% | +222.3% | +203.8% |
| 5Y | +150.6% | -22.5% | +173.2% | +136.3% |
| All | +303.5% | +87.2% | +216.3% | +202.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling