+14.9%
ILMN vs SHAK
+47.7%
-32.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | +9.2% | -6.6% | +15.8% | +11.0% |
| 3M | +29.8% | +30.1% | -0.2% | +21.1% |
| 6M | +69.2% | -28.7% | +97.9% | +78.8% |
| YTD | +66.4% | -14.5% | +80.9% | +67.0% |
| 1Y | +123.4% | -31.9% | +155.3% | +136.8% |
| 3Y | +33.2% | -1.0% | +34.1% | +24.3% |
| 5Y | -52.0% | -18.7% | -33.3% | -55.3% |
| 10Y | +33.6% | +98.1% | -64.5% | -2.7% |
| All | +14.9% | +47.7% | -32.7% | -14.7% |
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