+50.7%
O vs SHAK
+87.2%
-36.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.6% |
| 7D | -2.9% | -8.3% | +5.4% | -1.6% |
| 30D | -4.5% | -12.6% | +8.1% | -2.6% |
| 3M | -2.6% | +9.1% | -11.8% | -4.4% |
| 6M | -5.6% | -31.2% | +25.6% | -1.6% |
| YTD | +9.3% | -21.6% | +30.8% | +11.0% |
| 1Y | +4.3% | -38.8% | +43.1% | +10.0% |
| 3Y | +27.4% | +0.6% | +26.8% | +16.1% |
| 5Y | +17.1% | -22.5% | +39.6% | +7.0% |
| All | +50.7% | +87.2% | -36.5% | +5.9% |
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