+514.0%
NOW vs SHAK
+97.6%
+416.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +0.8% |
| 7D | +0.3% | +4.3% | -4.0% | -0.8% |
| 30D | -27.0% | +9.0% | -36.0% | -28.9% |
| 3M | -19.6% | +1.8% | -21.5% | -20.8% |
| 6M | +17.5% | +17.3% | +0.1% | +11.1% |
| YTD | -33.3% | -7.6% | -25.6% | -35.2% |
| 1Y | -39.8% | -16.9% | -22.9% | -40.1% |
| 3Y | -19.9% | +35.1% | -55.0% | -33.8% |
| 5Y | -26.1% | -11.3% | -14.8% | -34.9% |
| All | +514.0% | +97.6% | +416.4% | +293.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling