+2,984.0%
EXEL vs SHAK
+43.4%
+2,940.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.7% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | +6.7% | -5.2% | +11.9% | +7.7% |
| 3M | +11.5% | +27.3% | -15.8% | +5.8% |
| 6M | +38.8% | -27.9% | +66.7% | +45.2% |
| YTD | +31.6% | -17.0% | +48.5% | +33.3% |
| 1Y | +53.0% | -30.9% | +83.9% | +60.3% |
| 3Y | +160.8% | +3.4% | +157.5% | +138.7% |
| 5Y | +190.1% | -20.5% | +210.6% | +167.0% |
| 10Y | +367.0% | +88.3% | +278.7% | +199.8% |
| All | +2,984.0% | +43.4% | +2,940.6% | +1,828.1% |
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