+22.6%
NVDA vs SHAK
-32.1%
+54.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.7% |
| 7D | -0.3% | -7.2% | +6.9% | -0.1% |
| 30D | +2.8% | -11.8% | +14.6% | +3.1% |
| 3M | +7.4% | +17.2% | -9.7% | +7.1% |
| 6M | +22.6% | -34.1% | +56.7% | +24.5% |
| All | +22.6% | -32.1% | +54.7% | +24.5% |
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