+648.6%
P vs SHAK
+81.5%
+567.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -1.0% | -2.4% |
| 7D | -4.1% | -11.0% | +6.8% | -0.6% |
| 30D | -14.0% | -14.0% | +0.1% | -9.9% |
| 3M | +41.4% | +13.3% | +28.2% | +34.2% |
| 6M | +54.2% | -35.3% | +89.5% | +69.5% |
| YTD | +40.4% | -24.0% | +64.4% | +45.4% |
| 1Y | +16.0% | -36.7% | +52.7% | +27.1% |
| 3Y | +140.7% | -5.4% | +146.0% | +120.3% |
| 5Y | +256.3% | -24.9% | +281.2% | +228.4% |
| All | +648.6% | +81.5% | +567.1% | +330.9% |
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