+50.0%
EXPE vs SHAK
-21.2%
+71.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.8% | +6.7% | +9.7% |
| 7D | +14.6% | +8.3% | +6.3% | +12.9% |
| 30D | +21.4% | +16.7% | +4.7% | +17.9% |
| 3M | +1.4% | +10.0% | -8.6% | -0.5% |
| 6M | +28.6% | -23.8% | +52.4% | +31.2% |
| YTD | +12.1% | -10.3% | +22.4% | +9.5% |
| 1Y | +50.0% | -22.9% | +72.9% | +63.5% |
| All | +50.0% | -21.2% | +71.3% | +63.5% |
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