+36.2%
ILMN vs SHAK
-3.6%
+39.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.5% | +3.6% | -1.3% |
| 7D | -3.9% | -7.2% | +3.3% | -2.1% |
| 30D | +6.9% | -11.8% | +18.7% | +10.3% |
| 3M | +28.1% | +17.2% | +10.9% | +22.1% |
| 6M | +65.0% | -34.1% | +99.1% | +79.2% |
| YTD | +56.3% | -22.4% | +78.7% | +59.8% |
| 1Y | +108.7% | -35.9% | +144.6% | +126.3% |
| All | +36.2% | -3.6% | +39.8% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling