+322.4%
NET vs SHAK
+22.6%
+299.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -3.2% |
| 7D | -16.4% | +8.3% | -24.7% | -17.5% |
| 30D | -25.8% | +16.7% | -42.5% | -27.9% |
| 3M | -11.5% | +10.0% | -21.5% | -13.6% |
| 6M | +18.9% | -23.8% | +42.7% | +22.7% |
| YTD | +35.2% | -10.3% | +45.5% | +31.8% |
| 1Y | +14.5% | -22.9% | +37.3% | +16.2% |
| All | +322.4% | +22.6% | +299.8% | +233.8% |
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 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