+174.8%
EXE vs SHAK
-50.4%
+225.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.0% |
| 7D | -2.7% | -7.2% | +4.5% | -2.1% |
| 30D | -0.4% | -11.8% | +11.4% | +0.7% |
| 3M | +9.5% | +17.2% | -7.7% | +7.3% |
| 6M | -9.3% | -34.1% | +24.8% | -6.7% |
| YTD | -10.9% | -22.4% | +11.5% | -10.3% |
| 1Y | +4.3% | -35.9% | +40.2% | +7.1% |
| 3Y | +18.8% | -3.4% | +22.2% | +12.1% |
| 5Y | +101.4% | -25.4% | +126.8% | +85.6% |
| All | +174.8% | -50.4% | +225.2% | +158.7% |
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