+273.7%
IR vs SHAK
+74.3%
+199.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.0% |
| 7D | -4.5% | -8.3% | +3.8% | -2.6% |
| 30D | -13.9% | -12.6% | -1.3% | -11.2% |
| 3M | -0.3% | +9.1% | -9.5% | -2.9% |
| 6M | -14.3% | -31.2% | +16.9% | -8.6% |
| YTD | -7.9% | -21.6% | +13.7% | -5.1% |
| 1Y | -9.9% | -38.8% | +28.9% | -1.9% |
| 3Y | +6.5% | +0.6% | +5.9% | -1.7% |
| 5Y | +34.0% | -22.5% | +56.6% | +24.9% |
| All | +273.7% | +74.3% | +199.4% | +155.3% |
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