+46.6%
EXC vs SHAK
-25.9%
+72.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.3% |
| 7D | +0.3% | -7.2% | +7.5% | +0.6% |
| 30D | -0.9% | -11.8% | +10.9% | -0.4% |
| 3M | -2.7% | +17.2% | -19.8% | -3.3% |
| 6M | -9.4% | -34.1% | +24.8% | -8.4% |
| YTD | +3.0% | -22.4% | +25.4% | +3.3% |
| 1Y | +5.1% | -35.9% | +41.1% | +6.2% |
| 3Y | +20.6% | -3.4% | +24.0% | +15.9% |
| All | +46.6% | -25.9% | +72.5% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling