+784.8%
JPM vs SHAK
+34.1%
+750.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.9% | +1.5% |
| 7D | -0.4% | -7.2% | +6.8% | +0.9% |
| 30D | -1.4% | -11.8% | +10.4% | +0.7% |
| 3M | +13.9% | +17.2% | -3.2% | +10.0% |
| 6M | +23.5% | -34.1% | +57.7% | +30.6% |
| YTD | +11.6% | -22.4% | +34.0% | +14.2% |
| 1Y | +21.4% | -35.9% | +57.3% | +28.1% |
| 3Y | +163.4% | -3.4% | +166.8% | +147.7% |
| 5Y | +152.5% | -25.4% | +177.9% | +138.5% |
| 10Y | +592.1% | +83.4% | +508.7% | +418.6% |
| All | +784.8% | +34.1% | +750.8% | +573.6% |
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 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