+112.5%
NET vs SHAK
-18.7%
+131.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -7.0% | -0.7% | -6.3% | -6.6% |
| 30D | -4.8% | -6.6% | +1.8% | -2.0% |
| 3M | +3.8% | +30.1% | -26.2% | -9.8% |
| 6M | +50.0% | -28.7% | +78.8% | +63.0% |
| YTD | +41.5% | -14.5% | +56.0% | +37.1% |
| 1Y | +32.8% | -31.9% | +64.7% | +44.6% |
| 3Y | +335.9% | -1.0% | +336.8% | +201.2% |
| All | +112.5% | -18.7% | +131.1% | +47.4% |
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