+48.1%
NTRS vs SHAK
-34.0%
+82.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +1.7% | -6.6% | +8.3% | +2.4% |
| 3M | +8.9% | +30.1% | -21.2% | +5.3% |
| 6M | +30.6% | -28.7% | +59.3% | +35.6% |
| YTD | +38.7% | -14.5% | +53.2% | +39.1% |
| 1Y | +48.1% | -31.9% | +80.0% | +57.1% |
| All | +48.1% | -34.0% | +82.1% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling