-54.2%
NVD vs SHAK
-34.9%
-19.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | +0.5% |
| 7D | +10.8% | -8.3% | +19.1% | +10.1% |
| 30D | +0.8% | -12.6% | +13.4% | -0.2% |
| 3M | -20.8% | +9.1% | -30.0% | -20.4% |
| 6M | -41.2% | -31.2% | -9.9% | -42.4% |
| YTD | -44.2% | -21.6% | -22.6% | -44.3% |
| 1Y | -54.2% | -38.8% | -15.4% | -59.9% |
| All | -54.2% | -34.9% | -19.3% | -59.9% |
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