+321.1%
EXPD vs SHAK
+77.6%
+243.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +2.2% |
| 7D | +1.2% | -7.2% | +8.4% | +2.2% |
| 30D | +5.2% | -11.8% | +17.0% | +7.1% |
| 3M | +13.2% | +17.2% | -4.0% | +10.1% |
| 6M | +30.3% | -34.1% | +64.5% | +36.2% |
| YTD | +27.0% | -22.4% | +49.4% | +29.5% |
| 1Y | +57.3% | -35.9% | +93.2% | +64.6% |
| 3Y | +70.0% | -3.4% | +73.4% | +61.3% |
| 5Y | +61.6% | -25.4% | +87.0% | +53.2% |
| 10Y | +321.1% | +83.4% | +237.6% | +209.0% |
| All | +321.1% | +77.6% | +243.4% | +209.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling