+40.4%
EXC vs SHAK
-12.1%
+52.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +1.2% |
| 7D | +1.4% | +4.3% | -2.9% | +1.2% |
| 30D | +8.6% | +9.0% | -0.5% | +8.2% |
| 3M | +2.4% | +1.8% | +0.6% | +2.2% |
| 6M | +6.5% | +17.3% | -10.9% | +5.6% |
| YTD | +9.0% | -7.6% | +16.7% | +8.5% |
| 1Y | +4.6% | -16.9% | +21.5% | +4.5% |
| 3Y | +33.5% | +35.1% | -1.6% | +25.5% |
| All | +40.4% | -12.1% | +52.5% | +30.5% |
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 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