+49.0%
LYB vs SHAK
-26.3%
+75.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -2.5% |
| 7D | -5.7% | -1.0% | -4.7% | -5.8% |
| 30D | +4.6% | +8.1% | -3.5% | +5.4% |
| 3M | +5.5% | -6.1% | +11.5% | +5.3% |
| 6M | -19.1% | -27.7% | +8.6% | -19.7% |
| YTD | +47.1% | -14.0% | +61.1% | +44.6% |
| 1Y | +49.0% | -27.1% | +76.1% | +62.8% |
| All | +49.0% | -26.3% | +75.3% | +62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling