+107.9%
ILMN vs SHAK
-34.9%
+142.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +2.0% |
| 7D | -5.4% | -8.3% | +2.9% | -4.0% |
| 30D | +7.0% | -12.6% | +19.7% | +9.4% |
| 3M | +24.2% | +9.1% | +15.1% | +22.3% |
| 6M | +69.9% | -31.2% | +101.2% | +79.4% |
| YTD | +57.4% | -21.6% | +79.0% | +52.0% |
| 1Y | +107.9% | -38.8% | +146.7% | +133.9% |
| All | +107.9% | -34.9% | +142.7% | +133.9% |
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 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