+24.9%
M vs SHAK
-37.3%
+62.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -4.2% |
| 7D | -8.8% | -11.0% | +2.2% | -6.4% |
| 30D | -16.4% | -14.0% | -2.4% | -13.7% |
| 3M | -10.8% | +13.3% | -24.1% | -13.8% |
| 6M | +16.1% | -35.3% | +51.4% | +25.2% |
| YTD | -5.3% | -24.0% | +18.7% | -4.5% |
| 1Y | +24.9% | -36.7% | +61.6% | +32.8% |
| All | +24.9% | -37.3% | +62.1% | +32.8% |
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