+504.4%
NOW vs SHAK
+91.5%
+412.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.3% |
| 7D | -1.7% | +4.1% | -5.8% | -2.7% |
| 30D | -27.4% | +2.3% | -29.7% | -28.2% |
| 3M | -19.4% | -0.2% | -19.2% | -20.2% |
| 6M | +13.1% | +10.1% | +3.0% | +8.7% |
| YTD | -34.3% | -10.5% | -23.8% | -35.7% |
| 1Y | -41.8% | -22.4% | -19.4% | -41.1% |
| 3Y | -20.7% | +32.1% | -52.8% | -34.1% |
| 5Y | -27.2% | -14.0% | -13.2% | -35.5% |
| All | +504.4% | +91.5% | +412.9% | +290.7% |
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