+389.9%
JCI vs SHAK
+34.1%
+355.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | +0.1% |
| 7D | +4.1% | -7.2% | +11.3% | +5.3% |
| 30D | -3.8% | -11.8% | +8.0% | -1.9% |
| 3M | -1.6% | +17.2% | -18.8% | -4.8% |
| 6M | +9.5% | -34.1% | +43.7% | +15.4% |
| YTD | +21.7% | -22.4% | +44.1% | +24.1% |
| 1Y | +37.1% | -35.9% | +73.1% | +44.1% |
| 3Y | +165.2% | -3.4% | +168.5% | +151.7% |
| 5Y | +110.3% | -25.4% | +135.7% | +100.4% |
| 10Y | +341.0% | +83.4% | +257.6% | +246.3% |
| All | +389.9% | +34.1% | +355.8% | +292.7% |
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