+57.9%
EXEL vs SHAK
-34.0%
+91.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +8.4% | -0.7% | +9.1% | +8.5% |
| 30D | +4.1% | -6.6% | +10.7% | +5.0% |
| 3M | +12.4% | +30.1% | -17.6% | +8.5% |
| 6M | +41.5% | -28.7% | +70.3% | +47.7% |
| YTD | +34.6% | -14.5% | +49.1% | +35.5% |
| 1Y | +57.9% | -31.9% | +89.7% | +68.7% |
| All | +57.9% | -34.0% | +91.9% | +68.7% |
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 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