-25.8%
NOW vs SHAK
-8.2%
-17.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -2.6% |
| 7D | -8.7% | +8.2% | -17.0% | -10.7% |
| 30D | -29.3% | +13.5% | -42.7% | -32.2% |
| 3M | -21.8% | +6.2% | -28.1% | -24.0% |
| 6M | +9.2% | +8.2% | +1.0% | +4.6% |
| YTD | -35.0% | -6.5% | -28.5% | -37.8% |
| 1Y | -42.5% | -19.2% | -23.3% | -42.4% |
| 3Y | -21.5% | +37.9% | -59.5% | -43.1% |
| 5Y | -25.8% | -9.5% | -16.3% | -38.5% |
| All | -25.8% | -8.2% | -17.6% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling