+1,149.2%
GOOGL vs SHAK
+31.3%
+1,118.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | -2.8% | -11.0% | +8.1% | -0.9% |
| 30D | -3.2% | -14.0% | +10.8% | -0.8% |
| 3M | -6.6% | +13.3% | -19.9% | -9.1% |
| 6M | +8.5% | -35.3% | +43.8% | +14.7% |
| YTD | +6.5% | -24.0% | +30.5% | +9.0% |
| 1Y | +39.4% | -36.7% | +76.1% | +46.8% |
| 3Y | +146.2% | -5.4% | +151.6% | +133.1% |
| 5Y | +138.3% | -24.9% | +163.2% | +125.8% |
| 10Y | +751.7% | +79.6% | +672.1% | +565.9% |
| All | +1,149.2% | +31.3% | +1,118.0% | +869.7% |
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