+93.9%
ILMN vs SHAK
-21.2%
+115.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.8% | -8.7% | -5.1% |
| 7D | -21.6% | +8.3% | -29.9% | -22.0% |
| 30D | -22.9% | +16.7% | -39.6% | -23.8% |
| 3M | +11.6% | +10.0% | +1.6% | +11.0% |
| 6M | +62.5% | -23.8% | +86.4% | +67.4% |
| YTD | +72.7% | -10.3% | +83.0% | +70.1% |
| 1Y | +93.9% | -22.9% | +116.7% | +103.5% |
| All | +93.9% | -21.2% | +115.1% | +103.5% |
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