+157.2%
EXC vs SHAK
+81.5%
+75.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | -1.6% | -11.0% | +9.3% | -0.5% |
| 30D | -2.4% | -14.0% | +11.7% | -0.9% |
| 3M | -4.0% | +13.3% | -17.2% | -5.6% |
| 6M | -9.8% | -35.3% | +25.5% | -6.6% |
| YTD | +2.3% | -24.0% | +26.3% | +3.5% |
| 1Y | +3.8% | -36.7% | +40.5% | +7.0% |
| 3Y | +19.7% | -5.4% | +25.1% | +12.2% |
| 5Y | +45.6% | -24.9% | +70.5% | +35.9% |
| All | +157.2% | +81.5% | +75.7% | +104.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling