+267.1%
JNJ vs SHAK
+31.3%
+235.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | -4.3% | -11.0% | +6.6% | -3.8% |
| 30D | +3.0% | -14.0% | +17.1% | +3.7% |
| 3M | +12.2% | +13.3% | -1.0% | +11.4% |
| 6M | +10.5% | -35.3% | +45.8% | +12.2% |
| YTD | +30.8% | -24.0% | +54.8% | +31.6% |
| 1Y | +54.9% | -36.7% | +91.6% | +57.2% |
| 3Y | +80.7% | -5.4% | +86.0% | +76.4% |
| 5Y | +83.4% | -24.9% | +108.3% | +78.8% |
| 10Y | +195.7% | +79.6% | +116.1% | +160.3% |
| All | +267.1% | +31.3% | +235.8% | +222.5% |
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