+363.0%
NDAQ vs SHAK
+87.2%
+275.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -1.1% |
| 7D | -5.6% | -8.3% | +2.7% | -4.3% |
| 30D | -4.4% | -12.6% | +8.3% | -2.3% |
| 3M | +5.9% | +9.1% | -3.3% | +4.0% |
| 6M | +7.7% | -31.2% | +39.0% | +12.5% |
| YTD | -5.2% | -21.6% | +16.4% | -3.3% |
| 1Y | -3.4% | -38.8% | +35.4% | +2.3% |
| 3Y | +85.6% | +0.6% | +85.0% | +74.7% |
| 5Y | +49.5% | -22.5% | +72.0% | +40.9% |
| All | +363.0% | +87.2% | +275.8% | +237.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling