+64.1%
EWZ vs SHAK
+59.7%
+4.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +0.6% | +3.0% | -2.5% | 0.0% |
| 30D | -25.5% | +8.2% | -33.7% | -26.7% |
| 3M | -4.5% | +4.6% | -9.1% | -5.7% |
| 6M | -15.3% | +16.3% | -31.6% | -18.5% |
| YTD | +3.1% | -7.6% | +10.6% | +1.8% |
| 1Y | +1.2% | -18.7% | +20.0% | +2.2% |
| 3Y | +19.3% | +36.4% | -17.1% | +3.7% |
| 5Y | +52.3% | -10.5% | +62.8% | +38.2% |
| 10Y | +67.0% | +99.0% | -32.0% | +21.5% |
| All | +64.1% | +59.7% | +4.4% | +19.9% |
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 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