+2.9%
EXC vs SHAK
-34.9%
+37.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.5% |
| 7D | -1.1% | -8.3% | +7.2% | -1.1% |
| 30D | -3.6% | -12.6% | +9.0% | -3.7% |
| 3M | -4.3% | +9.1% | -13.4% | -4.1% |
| 6M | -9.9% | -31.2% | +21.3% | -10.5% |
| YTD | +1.8% | -21.6% | +23.3% | +0.5% |
| 1Y | +2.9% | -38.8% | +41.6% | +0.9% |
| All | +2.9% | -34.9% | +37.7% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling