+252.1%
INTC vs SHAK
+87.2%
+164.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.5% | +1.9% |
| 7D | +7.5% | -8.3% | +15.7% | +9.5% |
| 30D | +2.0% | -12.6% | +14.6% | +5.0% |
| 3M | -12.0% | +9.1% | -21.1% | -14.8% |
| 6M | +114.5% | -31.2% | +145.8% | +128.9% |
| YTD | +179.0% | -21.6% | +200.6% | +187.7% |
| 1Y | +318.3% | -38.8% | +357.1% | +354.6% |
| 3Y | +171.2% | +0.6% | +170.6% | +151.5% |
| 5Y | +107.6% | -22.5% | +130.1% | +94.5% |
| All | +252.1% | +87.2% | +164.9% | +156.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling