+91.1%
EXE vs SHAK
-22.8%
+113.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.3% | -2.4% |
| 7D | -3.1% | -8.3% | +5.1% | -2.4% |
| 30D | -0.9% | -12.6% | +11.7% | +0.2% |
| 3M | +9.6% | +9.1% | +0.4% | +8.2% |
| 6M | -11.6% | -31.2% | +19.6% | -9.4% |
| YTD | -12.6% | -21.6% | +9.0% | -12.1% |
| 1Y | +1.2% | -38.8% | +40.0% | +4.7% |
| 3Y | +18.0% | +0.6% | +17.4% | +9.9% |
| All | +91.1% | -22.8% | +113.9% | +66.6% |
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