+11.7%
IR vs SHAK
-20.2%
+31.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.9% |
| 7D | +2.5% | +4.3% | -1.8% | +1.7% |
| 30D | +9.2% | +9.0% | +0.1% | +7.3% |
| 3M | +0.9% | +1.8% | -0.9% | +0.2% |
| 6M | +19.2% | +17.3% | +1.9% | +14.9% |
| YTD | +7.5% | -7.6% | +15.1% | +7.3% |
| 1Y | +11.7% | -16.9% | +28.6% | +14.1% |
| All | +11.7% | -20.2% | +31.9% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling