+24.3%
ILMN vs SHAK
+87.2%
-62.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.7% |
| 7D | -5.4% | -8.3% | +2.9% | -3.2% |
| 30D | +7.0% | -12.6% | +19.7% | +10.9% |
| 3M | +24.2% | +9.1% | +15.1% | +20.4% |
| 6M | +69.9% | -31.2% | +101.2% | +82.3% |
| YTD | +57.4% | -21.6% | +79.0% | +61.4% |
| 1Y | +107.9% | -38.8% | +146.7% | +128.0% |
| 3Y | +37.1% | +0.6% | +36.5% | +25.5% |
| 5Y | -53.7% | -22.5% | -31.2% | -57.0% |
| All | +24.3% | +87.2% | -62.9% | -18.2% |
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 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