-42.8%
INTU vs SHAK
-27.4%
-15.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -9.2% | -11.0% | +1.8% | -6.5% |
| 30D | -7.0% | -14.0% | +7.0% | -3.5% |
| 3M | +10.5% | +13.3% | -2.7% | +6.5% |
| 6M | -30.6% | -35.3% | +4.7% | -24.9% |
| YTD | -52.3% | -24.0% | -28.4% | -51.1% |
| 1Y | -51.8% | -36.7% | -15.1% | -48.2% |
| 3Y | -41.8% | -5.4% | -36.5% | -49.5% |
| 5Y | -42.8% | -24.9% | -17.9% | -51.5% |
| All | -42.8% | -27.4% | -15.4% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling