+270.1%
EXPE vs SHAK
+47.7%
+222.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -9.5% | -0.7% | -8.8% | -9.3% |
| 30D | -6.6% | -6.6% | 0.0% | -4.7% |
| 3M | +31.4% | +30.1% | +1.3% | +20.4% |
| 6M | +35.2% | -28.7% | +63.9% | +45.1% |
| YTD | +5.8% | -14.5% | +20.3% | +6.8% |
| 1Y | +38.7% | -31.9% | +70.5% | +49.7% |
| 3Y | +175.8% | -1.0% | +176.7% | +146.8% |
| 5Y | +111.8% | -18.7% | +130.5% | +93.0% |
| 10Y | +179.7% | +98.1% | +81.6% | +93.5% |
| All | +270.1% | +47.7% | +222.4% | +174.3% |
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