+590.9%
JPM vs SHAK
+87.2%
+503.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.1% |
| 7D | -0.7% | -8.3% | +7.6% | +1.0% |
| 30D | -2.5% | -12.6% | +10.2% | +0.1% |
| 3M | +14.1% | +9.1% | +5.0% | +11.3% |
| 6M | +25.1% | -31.2% | +56.3% | +32.0% |
| YTD | +12.1% | -21.6% | +33.7% | +14.7% |
| 1Y | +18.8% | -38.8% | +57.6% | +27.5% |
| 3Y | +163.4% | +0.6% | +162.8% | +142.0% |
| 5Y | +156.5% | -22.5% | +179.1% | +137.0% |
| All | +590.9% | +87.2% | +503.6% | +346.2% |
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