-10.9%
M vs SHAK
+81.5%
-92.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -3.9% |
| 7D | -8.8% | -11.0% | +2.2% | -4.4% |
| 30D | -16.4% | -14.0% | -2.4% | -11.3% |
| 3M | -10.8% | +13.3% | -24.1% | -16.2% |
| 6M | +16.1% | -35.3% | +51.4% | +31.9% |
| YTD | -5.3% | -24.0% | +18.7% | -0.1% |
| 1Y | +24.9% | -36.7% | +61.6% | +41.4% |
| 3Y | +97.5% | -5.4% | +102.9% | +72.1% |
| 5Y | +20.4% | -24.9% | +45.3% | +8.6% |
| All | -10.9% | +81.5% | -92.4% | -48.4% |
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