+31.3%
NFLX vs SHAK
-22.8%
+54.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.3% | +1.0% |
| 7D | -1.1% | -8.3% | +7.2% | +1.0% |
| 30D | +4.3% | -12.6% | +16.9% | +7.7% |
| 3M | -4.8% | +9.1% | -13.9% | -7.4% |
| 6M | -18.4% | -31.2% | +12.8% | -13.1% |
| YTD | -17.4% | -21.6% | +4.1% | -15.8% |
| 1Y | -35.7% | -38.8% | +3.1% | -29.9% |
| 3Y | +73.8% | +0.6% | +73.2% | +46.4% |
| All | +31.3% | -22.8% | +54.1% | +8.4% |
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