+78.0%
INFY vs SHAK
+35.4%
+42.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +1.0% |
| 7D | -5.4% | -8.3% | +2.9% | -4.1% |
| 30D | -9.9% | -12.6% | +2.8% | -8.0% |
| 3M | -4.6% | +9.1% | -13.7% | -6.1% |
| 6M | -18.5% | -31.2% | +12.8% | -15.0% |
| YTD | -36.5% | -21.6% | -15.0% | -35.2% |
| 1Y | -32.8% | -38.8% | +6.0% | -28.9% |
| 3Y | -32.2% | +0.6% | -32.8% | -35.7% |
| 5Y | -44.7% | -22.5% | -22.1% | -47.4% |
| 10Y | +82.3% | +85.3% | -3.0% | +43.8% |
| All | +78.0% | +35.4% | +42.5% | +41.6% |
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