+261.9%
LOW vs SHAK
+34.1%
+227.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | 0.0% |
| 7D | -0.6% | -7.2% | +6.6% | +0.6% |
| 30D | -9.3% | -11.8% | +2.5% | -7.4% |
| 3M | -8.1% | +17.2% | -25.2% | -10.8% |
| 6M | -19.8% | -34.1% | +14.4% | -15.2% |
| YTD | -16.4% | -22.4% | +6.0% | -14.3% |
| 1Y | -24.7% | -35.9% | +11.3% | -20.5% |
| 3Y | -8.8% | -3.4% | -5.5% | -13.7% |
| 5Y | +7.8% | -25.4% | +33.2% | +2.2% |
| 10Y | +233.8% | +83.4% | +150.4% | +158.7% |
| All | +261.9% | +34.1% | +227.8% | +178.9% |
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