+28.4%
NVS vs SHAK
-34.0%
+62.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +4.0% | -0.7% | +4.7% | +4.1% |
| 30D | +3.6% | -6.6% | +10.2% | +4.2% |
| 3M | +7.8% | +30.1% | -22.2% | +4.7% |
| 6M | -0.2% | -28.7% | +28.6% | +2.3% |
| YTD | +19.6% | -14.5% | +34.1% | +19.4% |
| 1Y | +28.4% | -31.9% | +60.2% | +30.8% |
| All | +28.4% | -34.0% | +62.4% | +30.8% |
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