+167.1%
NXT vs SHAK
+5.0%
+162.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -0.8% |
| 7D | -2.6% | -11.0% | +8.4% | -0.2% |
| 30D | -22.4% | -14.0% | -8.4% | -20.0% |
| 3M | -27.3% | +13.3% | -40.6% | -29.7% |
| 6M | -28.5% | -35.3% | +6.9% | -22.9% |
| YTD | -6.6% | -24.0% | +17.4% | -3.3% |
| 1Y | +20.4% | -36.7% | +57.1% | +29.5% |
| 3Y | +90.9% | -5.4% | +96.3% | +67.4% |
| All | +167.1% | +5.0% | +162.1% | +130.1% |
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