-8.1%
M vs SHAK
+97.6%
-105.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.6% | +0.2% |
| 7D | +7.0% | +4.3% | +2.7% | +5.3% |
| 30D | +8.9% | +9.0% | -0.1% | +5.1% |
| 3M | +4.5% | +1.8% | +2.7% | +3.1% |
| 6M | +36.2% | +17.3% | +18.9% | +24.6% |
| YTD | +15.1% | -7.6% | +22.8% | +11.7% |
| 1Y | +27.4% | -16.9% | +44.4% | +29.1% |
| 3Y | +160.1% | +35.1% | +125.1% | +94.4% |
| 5Y | -1.6% | -11.3% | +9.7% | -16.5% |
| All | -8.1% | +97.6% | -105.7% | -49.8% |
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 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