-18.9%
EXE vs SHAK
-21.2%
+2.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.8% | -6.7% | -2.7% |
| 7D | -4.7% | +8.3% | -13.0% | -4.2% |
| 30D | +1.0% | +16.7% | -15.7% | +2.0% |
| 3M | -5.6% | +10.0% | -15.6% | -5.0% |
| 6M | -12.3% | -23.8% | +11.5% | -13.0% |
| YTD | -19.5% | -10.3% | -9.2% | -18.8% |
| 1Y | -18.9% | -22.9% | +4.0% | -16.5% |
| All | -18.9% | -21.2% | +2.4% | -16.5% |
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 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