+101.5%
IT vs SHAK
+34.1%
+67.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -0.6% |
| 7D | -9.1% | -7.2% | -1.9% | -7.9% |
| 30D | -12.2% | -11.8% | -0.3% | -10.3% |
| 3M | +7.8% | +17.2% | -9.4% | +4.8% |
| 6M | +2.0% | -34.1% | +36.1% | +7.3% |
| YTD | -32.7% | -22.4% | -10.4% | -31.5% |
| 1Y | -31.1% | -35.9% | +4.8% | -27.5% |
| 3Y | -52.1% | -3.4% | -48.7% | -54.6% |
| 5Y | -46.3% | -25.4% | -20.9% | -48.9% |
| 10Y | +91.4% | +83.4% | +7.9% | +50.9% |
| All | +101.5% | +34.1% | +67.4% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling