-9.9%
LOW vs SHAK
-2.6%
-7.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.4% |
| 7D | -3.7% | -8.3% | +4.6% | -2.4% |
| 30D | -8.9% | -12.6% | +3.8% | -6.9% |
| 3M | -10.4% | +9.1% | -19.5% | -11.9% |
| 6M | -19.4% | -31.2% | +11.8% | -15.9% |
| YTD | -17.1% | -21.6% | +4.5% | -15.4% |
| 1Y | -26.3% | -38.8% | +12.5% | -22.1% |
| 3Y | -9.9% | +0.6% | -10.5% | -17.8% |
| All | -9.9% | -2.6% | -7.2% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling