+142.6%
NVS vs SHAK
+31.3%
+111.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -15.7% | -11.0% | -4.7% | -15.0% |
| 30D | -11.1% | -14.0% | +3.0% | -10.2% |
| 3M | -7.2% | +13.3% | -20.4% | -8.1% |
| 6M | -12.3% | -35.3% | +23.0% | -10.3% |
| YTD | +2.8% | -24.0% | +26.7% | +3.9% |
| 1Y | +11.9% | -36.7% | +48.6% | +14.4% |
| 3Y | +55.1% | -5.4% | +60.4% | +51.5% |
| 5Y | +94.1% | -24.9% | +119.0% | +89.2% |
| 10Y | +181.2% | +79.6% | +101.6% | +143.7% |
| All | +142.6% | +31.3% | +111.3% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling