+113.4%
M vs SHAK
-3.6%
+117.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.5% | +2.3% | -2.2% |
| 7D | -4.1% | -7.2% | +3.1% | -1.9% |
| 30D | -13.6% | -11.8% | -1.8% | -10.4% |
| 3M | -2.3% | +17.2% | -19.4% | -7.7% |
| 6M | +21.9% | -34.1% | +56.0% | +34.2% |
| YTD | -0.6% | -22.4% | +21.8% | +2.7% |
| 1Y | +29.7% | -35.9% | +65.6% | +42.8% |
| All | +113.4% | -3.6% | +117.1% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling