+19.5%
EWZ vs SHAK
+36.5%
-17.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +0.6% | +3.0% | -2.5% | +0.3% |
| 30D | -25.5% | +8.2% | -33.7% | -26.2% |
| 3M | -4.5% | +4.6% | -9.1% | -5.2% |
| 6M | -15.3% | +16.3% | -31.6% | -17.2% |
| YTD | +3.1% | -7.6% | +10.6% | +2.7% |
| 1Y | +1.2% | -18.7% | +20.0% | +2.0% |
| All | +19.5% | +36.5% | -17.0% | +11.4% |
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 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