+67.3%
F vs SHAK
+97.6%
-30.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.7% |
| 7D | -3.1% | +4.3% | -7.4% | -4.2% |
| 30D | 0.0% | +9.0% | -9.0% | -2.3% |
| 3M | -13.2% | +1.8% | -15.0% | -14.0% |
| 6M | -10.2% | +17.3% | -27.5% | -15.0% |
| YTD | -4.9% | -7.6% | +2.7% | -6.8% |
| 1Y | -6.1% | -16.9% | +10.8% | -5.5% |
| 3Y | +46.0% | +35.1% | +10.9% | +19.7% |
| 5Y | -15.7% | -11.3% | -4.4% | -26.2% |
| All | +67.3% | +97.6% | -30.3% | +3.2% |
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