+63.0%
EWZ vs SHAK
+59.5%
+3.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.8% |
| 7D | +0.8% | +4.3% | -3.5% | 0.0% |
| 30D | -24.4% | +9.0% | -33.4% | -25.6% |
| 3M | -4.6% | +1.8% | -6.4% | -5.3% |
| 6M | -11.6% | +17.3% | -28.9% | -15.1% |
| YTD | +2.4% | -7.6% | +10.0% | +1.1% |
| 1Y | +2.1% | -16.9% | +19.0% | +2.6% |
| 3Y | +18.7% | +35.1% | -16.3% | +3.4% |
| 5Y | +54.2% | -11.3% | +65.4% | +40.2% |
| 10Y | +65.9% | +98.8% | -33.0% | +20.7% |
| All | +63.0% | +59.5% | +3.5% | +19.1% |
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 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