+311.7%
NEE vs SHAK
+34.1%
+277.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.9% |
| 7D | -0.5% | -7.2% | +6.7% | +0.1% |
| 30D | -1.7% | -11.8% | +10.1% | -0.7% |
| 3M | -1.8% | +17.2% | -19.0% | -3.4% |
| 6M | -8.8% | -34.1% | +25.3% | -6.5% |
| YTD | +5.2% | -22.4% | +27.6% | +6.1% |
| 1Y | +21.3% | -35.9% | +57.3% | +24.3% |
| 3Y | +35.2% | -3.4% | +38.6% | +29.8% |
| 5Y | +10.1% | -25.4% | +35.6% | +5.5% |
| 10Y | +253.2% | +83.4% | +169.8% | +203.7% |
| All | +311.7% | +34.1% | +277.7% | +247.9% |
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 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