+158.0%
EXC vs SHAK
+47.7%
+110.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.3% |
| 30D | -3.7% | -6.6% | +2.9% | -3.1% |
| 3M | -1.3% | +30.1% | -31.3% | -4.0% |
| 6M | -9.7% | -28.7% | +19.0% | -7.7% |
| YTD | +2.9% | -14.5% | +17.4% | +2.9% |
| 1Y | +4.4% | -31.9% | +36.3% | +6.6% |
| 3Y | +22.2% | -1.0% | +23.2% | +15.8% |
| 5Y | +46.7% | -18.7% | +65.4% | +37.9% |
| 10Y | +155.3% | +98.1% | +57.2% | +103.2% |
| All | +158.0% | +47.7% | +110.3% | +97.5% |
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 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