+219.5%
NXPI vs SHAK
+34.1%
+185.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +1.5% |
| 7D | -2.3% | -7.2% | +4.9% | -0.4% |
| 30D | -4.3% | -11.8% | +7.5% | -1.2% |
| 3M | -24.7% | +17.2% | -41.8% | -28.8% |
| 6M | +9.7% | -34.1% | +43.9% | +19.0% |
| YTD | +3.8% | -22.4% | +26.1% | +7.0% |
| 1Y | +1.6% | -35.9% | +37.5% | +10.1% |
| 3Y | +16.0% | -3.4% | +19.4% | +6.8% |
| 5Y | +16.1% | -25.4% | +41.5% | +9.0% |
| 10Y | +211.4% | +83.4% | +127.9% | +116.3% |
| All | +219.5% | +34.1% | +185.4% | +112.0% |
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