+1,170.5%
GOOG vs SHAK
+35.4%
+1,135.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.6% | +1.0% |
| 7D | 0.0% | -8.3% | +8.3% | +1.5% |
| 30D | -2.0% | -12.6% | +10.7% | +0.2% |
| 3M | -5.9% | +9.1% | -15.0% | -7.8% |
| 6M | +8.9% | -31.2% | +40.1% | +13.9% |
| YTD | +7.1% | -21.6% | +28.7% | +9.0% |
| 1Y | +39.7% | -38.8% | +78.5% | +48.0% |
| 3Y | +145.8% | +0.6% | +145.2% | +130.1% |
| 5Y | +138.6% | -22.5% | +161.1% | +124.7% |
| 10Y | +791.5% | +85.3% | +706.2% | +591.6% |
| All | +1,170.5% | +35.4% | +1,135.1% | +878.9% |
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