+167.2%
NTRS vs SHAK
-2.6%
+169.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.5% |
| 7D | +1.4% | -8.3% | +9.7% | +2.8% |
| 30D | -0.7% | -12.6% | +12.0% | +1.5% |
| 3M | +11.3% | +9.1% | +2.2% | +9.0% |
| 6M | +35.5% | -31.2% | +66.8% | +42.3% |
| YTD | +40.6% | -21.6% | +62.2% | +43.3% |
| 1Y | +49.2% | -38.8% | +88.0% | +59.6% |
| 3Y | +167.2% | +0.6% | +166.6% | +143.1% |
| All | +167.2% | -2.6% | +169.9% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling