+160.0%
EXPE vs SHAK
+87.2%
+72.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | +0.3% |
| 7D | -5.8% | -8.3% | +2.5% | -2.9% |
| 30D | -13.6% | -12.6% | -1.0% | -9.5% |
| 3M | +25.2% | +9.1% | +16.1% | +20.7% |
| 6M | +22.3% | -31.2% | +53.6% | +34.1% |
| YTD | -0.3% | -21.6% | +21.3% | +3.6% |
| 1Y | +27.8% | -38.8% | +66.6% | +44.5% |
| 3Y | +162.4% | +0.6% | +161.8% | +125.8% |
| 5Y | +95.8% | -22.5% | +118.4% | +76.2% |
| All | +160.0% | +87.2% | +72.8% | +72.6% |
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