+46.3%
LYB vs SHAK
+87.2%
-40.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.6% |
| 7D | +0.3% | -8.3% | +8.6% | +2.0% |
| 30D | +2.5% | -12.6% | +15.1% | +5.3% |
| 3M | +1.4% | +9.1% | -7.7% | -1.5% |
| 6M | -3.5% | -31.2% | +27.8% | +1.1% |
| YTD | +52.0% | -21.6% | +73.6% | +53.3% |
| 1Y | +22.1% | -38.8% | +60.8% | +30.4% |
| 3Y | -22.8% | +0.6% | -23.4% | -31.0% |
| 5Y | -3.4% | -22.5% | +19.2% | -13.4% |
| All | +46.3% | +87.2% | -40.9% | -13.2% |
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