+98.1%
NU vs SHAK
-2.6%
+100.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.8% | -3.4% |
| 7D | -4.9% | -8.3% | +3.4% | -3.0% |
| 30D | +7.8% | -12.6% | +20.5% | +11.3% |
| 3M | +20.9% | +9.1% | +11.8% | +17.8% |
| 6M | +0.9% | -31.2% | +32.1% | +7.7% |
| YTD | -12.7% | -21.6% | +8.9% | -10.6% |
| 1Y | -6.4% | -38.8% | +32.4% | +1.9% |
| 3Y | +98.1% | +0.6% | +97.5% | +91.2% |
| All | +98.1% | -2.6% | +100.7% | +91.2% |
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 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