+666.8%
NDAQ vs SHAK
+47.7%
+619.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | +2.5% | -6.6% | +9.1% | +3.4% |
| 3M | +9.9% | +30.1% | -20.1% | +5.7% |
| 6M | +9.4% | -28.7% | +38.2% | +13.0% |
| YTD | +0.4% | -14.5% | +14.9% | +1.0% |
| 1Y | +4.0% | -31.9% | +35.9% | +7.6% |
| 3Y | +94.4% | -1.0% | +95.3% | +85.9% |
| 5Y | +56.7% | -18.7% | +75.4% | +48.6% |
| 10Y | +375.3% | +98.1% | +277.2% | +286.7% |
| All | +666.8% | +47.7% | +619.1% | +538.6% |
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 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