+755.6%
GOOGL vs SHAK
+87.2%
+668.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.2% |
| 7D | 0.0% | -8.3% | +8.3% | +1.6% |
| 30D | -1.4% | -12.6% | +11.2% | +1.0% |
| 3M | -5.3% | +9.1% | -14.4% | -7.5% |
| 6M | +9.8% | -31.2% | +41.0% | +15.5% |
| YTD | +8.4% | -21.6% | +29.9% | +10.5% |
| 1Y | +41.2% | -38.8% | +80.0% | +50.7% |
| 3Y | +149.6% | +0.6% | +149.0% | +130.5% |
| 5Y | +142.6% | -22.5% | +165.1% | +125.4% |
| All | +755.6% | +87.2% | +668.4% | +535.6% |
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