+155.1%
NEM vs SHAK
-22.8%
+177.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | +0.1% |
| 7D | -1.0% | -8.3% | +7.3% | 0.0% |
| 30D | +7.8% | -12.6% | +20.5% | +9.6% |
| 3M | +30.2% | +9.1% | +21.1% | +28.8% |
| 6M | +9.6% | -31.2% | +40.9% | +13.5% |
| YTD | +27.8% | -21.6% | +49.4% | +30.4% |
| 1Y | +60.7% | -38.8% | +99.5% | +67.8% |
| 3Y | +245.3% | +0.6% | +244.7% | +233.3% |
| All | +155.1% | -22.8% | +177.9% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling