+91.5%
EWZ vs SHAK
+47.7%
+43.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.7% |
| 7D | +6.5% | -0.7% | +7.2% | +6.6% |
| 30D | +4.8% | -6.6% | +11.5% | +6.0% |
| 3M | +9.9% | +30.1% | -20.2% | +4.3% |
| 6M | +1.9% | -28.7% | +30.7% | +6.4% |
| YTD | +20.3% | -14.5% | +34.8% | +20.9% |
| 1Y | +35.6% | -31.9% | +67.5% | +41.5% |
| 3Y | +43.4% | -1.0% | +44.4% | +33.0% |
| 5Y | +55.9% | -18.7% | +74.6% | +43.9% |
| 10Y | +84.2% | +98.1% | -14.0% | +35.3% |
| All | +91.5% | +47.7% | +43.9% | +42.5% |
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