+401.3%
EXPD vs SHAK
+61.5%
+339.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -7.4% | +8.2% | -15.6% | -8.4% |
| 30D | -2.1% | +13.5% | -15.5% | -3.8% |
| 3M | +5.7% | +6.2% | -0.5% | +4.5% |
| 6M | +21.4% | +8.2% | +13.2% | +19.2% |
| YTD | +27.6% | -6.5% | +34.1% | +26.5% |
| 1Y | +36.1% | -19.2% | +55.3% | +37.3% |
| 3Y | +69.9% | +37.9% | +32.0% | +55.5% |
| 5Y | +59.7% | -9.5% | +69.1% | +49.5% |
| 10Y | +323.0% | +106.2% | +216.9% | +238.8% |
| All | +401.3% | +61.5% | +339.8% | +295.9% |
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