+26.2%
MAR vs SHAK
-34.0%
+60.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.2% | -0.7% | -3.4% | -4.0% |
| 30D | -6.7% | -6.6% | 0.0% | -5.7% |
| 3M | -12.5% | +30.1% | -42.5% | -16.7% |
| 6M | +0.6% | -28.7% | +29.3% | +6.2% |
| YTD | +9.1% | -14.5% | +23.6% | +10.1% |
| 1Y | +26.2% | -31.9% | +58.1% | +32.7% |
| All | +26.2% | -34.0% | +60.2% | +32.7% |
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