+172.1%
NXT vs SHAK
+8.3%
+163.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.2% |
| 7D | -1.9% | -8.3% | +6.4% | -0.2% |
| 30D | -20.0% | -12.6% | -7.4% | -17.8% |
| 3M | -30.7% | +9.1% | -39.9% | -32.5% |
| 6M | -29.0% | -31.2% | +2.3% | -24.5% |
| YTD | -4.8% | -21.6% | +16.7% | -2.1% |
| 1Y | +22.8% | -38.8% | +61.6% | +33.3% |
| 3Y | +93.9% | +0.6% | +93.3% | +68.0% |
| All | +172.1% | +8.3% | +163.8% | +132.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling