+340.5%
JCI vs SHAK
+87.2%
+253.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -0.9% | +1.6% |
| 7D | +0.7% | -8.3% | +9.0% | +2.3% |
| 30D | -4.4% | -12.6% | +8.2% | -2.1% |
| 3M | +1.7% | +9.1% | -7.5% | -0.6% |
| 6M | +8.8% | -31.2% | +40.0% | +14.4% |
| YTD | +22.6% | -21.6% | +44.2% | +25.1% |
| 1Y | +36.2% | -38.8% | +75.0% | +45.5% |
| 3Y | +168.0% | +0.6% | +167.4% | +149.0% |
| 5Y | +113.5% | -22.5% | +136.0% | +99.5% |
| All | +340.5% | +87.2% | +253.3% | +205.6% |
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 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