+1,116.4%
NFLX vs SHAK
+43.4%
+1,073.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.4% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | +3.5% | -5.2% | +8.8% | +4.5% |
| 3M | -7.1% | +27.3% | -34.4% | -11.6% |
| 6M | -22.5% | -27.9% | +5.4% | -19.4% |
| YTD | -18.1% | -17.0% | -1.2% | -17.4% |
| 1Y | -38.3% | -30.9% | -7.4% | -35.8% |
| 3Y | +73.4% | +3.4% | +70.0% | +59.9% |
| 5Y | +26.7% | -20.5% | +47.2% | +17.5% |
| 10Y | +670.3% | +88.3% | +582.1% | +457.0% |
| All | +1,116.4% | +43.4% | +1,073.0% | +716.4% |
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 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