+16.8%
NXPI vs SHAK
-27.4%
+44.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.0% |
| 7D | +0.7% | -11.0% | +11.6% | +3.9% |
| 30D | -4.2% | -14.0% | +9.8% | -0.3% |
| 3M | -20.4% | +13.3% | -33.7% | -24.4% |
| 6M | +12.5% | -35.3% | +47.8% | +23.6% |
| YTD | +5.2% | -24.0% | +29.2% | +9.3% |
| 1Y | +5.1% | -36.7% | +41.8% | +15.2% |
| 3Y | +17.7% | -5.4% | +23.0% | +6.1% |
| 5Y | +16.8% | -24.9% | +41.7% | +4.3% |
| All | +16.8% | -27.4% | +44.2% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling