+140.4%
MKTX vs SHAK
+35.4%
+105.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.4% |
| 7D | -0.2% | -8.3% | +8.1% | +0.6% |
| 30D | +0.7% | -12.6% | +13.4% | +2.1% |
| 3M | +40.8% | +9.1% | +31.7% | +39.1% |
| 6M | -8.0% | -31.2% | +23.3% | -5.5% |
| YTD | -8.7% | -21.6% | +12.8% | -7.9% |
| 1Y | -11.8% | -38.8% | +26.9% | -8.8% |
| 3Y | -24.0% | +0.6% | -24.6% | -29.1% |
| 5Y | -60.3% | -22.5% | -37.8% | -63.0% |
| 10Y | +5.0% | +85.3% | -80.3% | -13.8% |
| All | +140.4% | +35.4% | +105.0% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling