+402.4%
EXPD vs SHAK
+64.1%
+338.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.3% | -4.6% | +1.8% |
| 7D | -5.5% | +6.5% | -11.9% | -6.3% |
| 30D | -1.9% | +15.3% | -17.2% | -3.8% |
| 3M | +6.1% | +8.5% | -2.4% | +4.7% |
| 6M | +21.6% | +10.0% | +11.6% | +19.2% |
| YTD | +27.9% | -5.0% | +32.8% | +26.5% |
| 1Y | +39.4% | -15.3% | +54.7% | +39.8% |
| 3Y | +72.7% | +40.7% | +32.0% | +57.6% |
| 5Y | +60.3% | -7.9% | +68.3% | +49.8% |
| 10Y | +332.6% | +132.0% | +200.6% | +243.8% |
| All | +402.4% | +64.1% | +338.2% | +296.0% |
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 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