-7.3%
F vs SHAK
-22.0%
+14.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.3% | -2.4% |
| 7D | -3.9% | +4.1% | -8.0% | -4.4% |
| 30D | -0.5% | +2.3% | -2.7% | -0.9% |
| 3M | -12.9% | -0.2% | -12.7% | -13.1% |
| 6M | +1.5% | +10.1% | -8.5% | -0.2% |
| YTD | -5.0% | -10.5% | +5.4% | -7.0% |
| 1Y | -7.3% | -22.4% | +15.1% | -5.2% |
| All | -7.3% | -22.0% | +14.7% | -5.2% |
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 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