+604.8%
NOW vs SHAK
+59.7%
+545.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.4% |
| 7D | -5.6% | +3.0% | -8.6% | -6.2% |
| 30D | -26.8% | +8.2% | -35.0% | -28.4% |
| 3M | -19.4% | +4.6% | -24.0% | -20.9% |
| 6M | +12.3% | +16.3% | -4.0% | +7.1% |
| YTD | -32.9% | -7.6% | -25.4% | -34.6% |
| 1Y | -40.3% | -18.7% | -21.6% | -40.2% |
| 3Y | -19.1% | +36.4% | -55.4% | -31.0% |
| 5Y | -24.4% | -10.5% | -13.8% | -31.8% |
| 10Y | +521.8% | +99.0% | +422.8% | +349.4% |
| All | +604.8% | +59.7% | +545.1% | +416.2% |
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