+245.3%
NEM vs SHAK
-2.6%
+247.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | +0.1% |
| 7D | -1.0% | -8.3% | +7.3% | +0.2% |
| 30D | +7.8% | -12.6% | +20.5% | +10.0% |
| 3M | +30.2% | +9.1% | +21.1% | +28.5% |
| 6M | +9.6% | -31.2% | +40.9% | +14.4% |
| YTD | +27.8% | -21.6% | +49.4% | +31.0% |
| 1Y | +60.7% | -38.8% | +99.5% | +69.4% |
| 3Y | +245.3% | +0.6% | +244.7% | +200.6% |
| All | +245.3% | -2.6% | +247.9% | +200.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling