+306.2%
EWY vs SHAK
+31.3%
+275.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.9% |
| 7D | +1.2% | -11.0% | +12.2% | +3.0% |
| 30D | +9.3% | -14.0% | +23.3% | +11.9% |
| 3M | +2.4% | +13.3% | -10.8% | 0.0% |
| 6M | +40.3% | -35.3% | +75.6% | +48.1% |
| YTD | +88.0% | -24.0% | +112.0% | +93.0% |
| 1Y | +143.8% | -36.7% | +180.5% | +156.7% |
| 3Y | +217.8% | -5.4% | +223.1% | +204.6% |
| 5Y | +142.7% | -24.9% | +167.6% | +132.2% |
| 10Y | +291.7% | +79.6% | +212.1% | +209.5% |
| All | +306.2% | +31.3% | +275.0% | +233.4% |
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