+43.6%
EXEL vs SHAK
-34.9%
+78.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.4% | -2.7% |
| 7D | -4.9% | -8.3% | +3.4% | -3.9% |
| 30D | +11.4% | -12.6% | +24.0% | +13.2% |
| 3M | +4.9% | +9.1% | -4.2% | +3.7% |
| 6M | +34.4% | -31.2% | +65.7% | +40.3% |
| YTD | +28.0% | -21.6% | +49.6% | +30.7% |
| 1Y | +43.6% | -38.8% | +82.4% | +51.4% |
| All | +43.6% | -34.9% | +78.5% | +51.4% |
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