-9.7%
IR vs SHAK
-36.9%
+27.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | -3.1% | -11.0% | +7.9% | -1.0% |
| 30D | -14.0% | -14.0% | 0.0% | -11.7% |
| 3M | +3.7% | +13.3% | -9.5% | +1.2% |
| 6M | -15.4% | -35.3% | +19.9% | -9.5% |
| YTD | -7.7% | -24.0% | +16.3% | -4.4% |
| All | -9.7% | -36.9% | +27.2% | +0.8% |
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