+240.9%
EXPE vs SHAK
+43.4%
+197.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.9% | -5.0% | -7.0% |
| 7D | -9.8% | -0.3% | -9.4% | -9.6% |
| 30D | -11.5% | -5.2% | -6.3% | -10.0% |
| 3M | +21.7% | +27.3% | -5.6% | +12.4% |
| 6M | +10.4% | -27.9% | +38.3% | +18.1% |
| YTD | -2.5% | -17.0% | +14.4% | -0.6% |
| 1Y | +27.3% | -30.9% | +58.3% | +36.9% |
| 3Y | +153.5% | +3.4% | +150.1% | +123.9% |
| 5Y | +91.1% | -20.5% | +111.6% | +75.4% |
| 10Y | +153.1% | +88.3% | +64.8% | +77.3% |
| All | +240.9% | +43.4% | +197.5% | +155.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling