-23.2%
NRG vs SHAK
-33.5%
+10.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +1.2% |
| 7D | -4.7% | -8.3% | +3.6% | -3.6% |
| 30D | -6.0% | -12.6% | +6.7% | -4.4% |
| 3M | -8.0% | +9.1% | -17.1% | -8.8% |
| 6M | -23.2% | -31.2% | +8.1% | -16.7% |
| All | -23.2% | -33.5% | +10.3% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling