+156.2%
M vs SHAK
+32.2%
+124.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.1% | -1.1% |
| 7D | +0.6% | +4.1% | -3.5% | -0.6% |
| 30D | +7.0% | +2.3% | +4.7% | +6.3% |
| 3M | +3.1% | -0.2% | +3.4% | +2.9% |
| 6M | +33.5% | +10.1% | +23.4% | +27.7% |
| YTD | +13.4% | -10.5% | +23.9% | +12.0% |
| 1Y | +22.4% | -22.4% | +44.8% | +27.0% |
| All | +156.2% | +32.2% | +124.0% | +68.5% |
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