+37.3%
IR vs SHAK
-25.9%
+63.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -0.6% |
| 7D | -1.9% | -7.2% | +5.3% | -0.3% |
| 30D | -15.0% | -11.8% | -3.2% | -12.7% |
| 3M | -0.4% | +17.2% | -17.6% | -4.3% |
| 6M | -15.0% | -34.1% | +19.1% | -8.8% |
| YTD | -7.1% | -22.4% | +15.3% | -4.1% |
| 1Y | -7.5% | -35.9% | +28.4% | -0.8% |
| 3Y | +6.3% | -3.4% | +9.7% | +0.4% |
| 5Y | +37.3% | -25.4% | +62.8% | +26.6% |
| All | +37.3% | -25.9% | +63.2% | +26.6% |
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