+789.1%
NOW vs SHAK
+87.2%
+701.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.1% | +0.3% |
| 7D | -6.2% | -8.3% | +2.1% | -4.2% |
| 30D | +6.1% | -12.6% | +18.7% | +9.4% |
| 3M | +28.6% | +9.1% | +19.4% | +25.3% |
| 6M | +14.6% | -31.2% | +45.9% | +21.6% |
| YTD | -13.5% | -21.6% | +8.1% | -11.9% |
| 1Y | -29.4% | -38.8% | +9.4% | -23.7% |
| 3Y | +9.4% | +0.6% | +8.7% | -1.7% |
| 5Y | +2.3% | -22.5% | +24.8% | -6.6% |
| All | +789.1% | +87.2% | +701.9% | +513.9% |
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