+9.0%
ILMN vs SHAK
+59.5%
-50.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.9% |
| 7D | -2.9% | +4.3% | -7.2% | -3.8% |
| 30D | -23.8% | +9.0% | -32.9% | -25.5% |
| 3M | +7.5% | +1.8% | +5.6% | +6.3% |
| 6M | +42.8% | +17.3% | +25.4% | +35.1% |
| YTD | +57.8% | -7.6% | +65.5% | +54.4% |
| 1Y | +72.6% | -16.9% | +89.5% | +73.0% |
| 3Y | +129.3% | +35.1% | +94.3% | +97.9% |
| 5Y | -44.5% | -11.3% | -33.2% | -49.4% |
| 10Y | +54.5% | +98.8% | -44.3% | +10.9% |
| All | +9.0% | +59.5% | -50.5% | -21.1% |
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