-7.5%
MKTX vs SHAK
-34.0%
+26.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.4% | -0.7% | +1.1% | +0.4% |
| 30D | +1.1% | -6.6% | +7.7% | +1.2% |
| 3M | +36.1% | +30.1% | +6.0% | +35.9% |
| 6M | -12.9% | -28.7% | +15.9% | -15.0% |
| YTD | -8.5% | -14.5% | +6.0% | -10.1% |
| 1Y | -7.5% | -31.9% | +24.3% | -8.9% |
| All | -7.5% | -34.0% | +26.5% | -8.9% |
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