-4.9%
M vs SHAK
-14.8%
+9.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.1% | -0.9% |
| 7D | +0.6% | +4.1% | -3.5% | -1.0% |
| 30D | +7.0% | +2.3% | +4.7% | +6.0% |
| 3M | +3.1% | -0.2% | +3.4% | +2.7% |
| 6M | +33.5% | +10.1% | +23.4% | +25.7% |
| YTD | +13.4% | -10.5% | +23.9% | +11.3% |
| 1Y | +22.4% | -22.4% | +44.8% | +27.7% |
| 3Y | +150.9% | +32.1% | +118.8% | +78.7% |
| All | -4.9% | -14.8% | +9.9% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling