+222.9%
EWY vs SHAK
-2.6%
+225.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | +0.1% | +2.7% |
| 7D | -0.1% | -8.3% | +8.2% | +1.3% |
| 30D | +7.3% | -12.6% | +19.9% | +9.6% |
| 3M | -5.1% | +9.1% | -14.3% | -6.9% |
| 6M | +42.1% | -31.2% | +73.3% | +49.2% |
| YTD | +94.1% | -21.6% | +115.7% | +99.2% |
| 1Y | +147.8% | -38.8% | +186.6% | +163.6% |
| 3Y | +222.9% | +0.6% | +222.3% | +204.1% |
| All | +222.9% | -2.6% | +225.6% | +204.1% |
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