+559.6%
NEM vs SHAK
+34.1%
+525.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +1.8% |
| 7D | +3.1% | -7.2% | +10.3% | +3.7% |
| 30D | +10.0% | -11.8% | +21.8% | +11.1% |
| 3M | +30.9% | +17.2% | +13.7% | +29.2% |
| 6M | +10.5% | -34.1% | +44.7% | +13.6% |
| YTD | +29.7% | -22.4% | +52.1% | +31.6% |
| 1Y | +71.1% | -35.9% | +107.0% | +75.7% |
| 3Y | +252.1% | -3.4% | +255.5% | +246.4% |
| 5Y | +157.7% | -25.4% | +183.1% | +152.8% |
| 10Y | +319.4% | +83.4% | +235.9% | +283.0% |
| All | +559.6% | +34.1% | +525.6% | +497.9% |
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