+251.9%
NI vs SHAK
+35.4%
+216.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.3% |
| 7D | 0.0% | -8.3% | +8.3% | +0.8% |
| 30D | -1.4% | -12.6% | +11.3% | -0.3% |
| 3M | -10.6% | +9.1% | -19.7% | -11.6% |
| 6M | -9.3% | -31.2% | +21.9% | -7.2% |
| YTD | +1.1% | -21.6% | +22.7% | +2.0% |
| 1Y | +3.4% | -38.8% | +42.2% | +6.5% |
| 3Y | +67.9% | +0.6% | +67.3% | +61.1% |
| 5Y | +98.0% | -22.5% | +120.5% | +89.6% |
| 10Y | +143.6% | +85.3% | +58.3% | +105.4% |
| All | +251.9% | +35.4% | +216.4% | +192.3% |
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