+100.0%
IT vs SHAK
+87.2%
+12.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.2% | +2.1% | +4.6% |
| 7D | -3.7% | -8.3% | +4.6% | -2.0% |
| 30D | +0.1% | -12.6% | +12.7% | +2.8% |
| 3M | +20.7% | +9.1% | +11.6% | +18.5% |
| 6M | +12.0% | -31.2% | +43.2% | +17.6% |
| YTD | -28.8% | -21.6% | -7.2% | -27.5% |
| 1Y | -25.5% | -38.8% | +13.3% | -20.4% |
| 3Y | -48.8% | +0.6% | -49.4% | -52.6% |
| 5Y | -42.7% | -22.5% | -20.2% | -46.8% |
| All | +100.0% | +87.2% | +12.8% | +44.2% |
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