+32.8%
NET vs SHAK
-34.0%
+66.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -7.0% | -0.7% | -6.3% | -7.0% |
| 30D | -4.8% | -6.6% | +1.8% | -4.8% |
| 3M | +3.8% | +30.1% | -26.2% | +3.7% |
| 6M | +50.0% | -28.7% | +78.8% | +51.1% |
| YTD | +41.5% | -14.5% | +56.0% | +36.4% |
| 1Y | +32.8% | -31.9% | +64.7% | +39.8% |
| All | +32.8% | -34.0% | +66.8% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling