+649.0%
P vs SHAK
+91.5%
+557.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.1% | +6.5% | +4.4% |
| 7D | +17.8% | +4.1% | +13.7% | +16.3% |
| 30D | -29.9% | +2.3% | -32.1% | -30.5% |
| 3M | -1.2% | -0.2% | -0.9% | -1.8% |
| 6M | +32.1% | +10.1% | +22.1% | +25.6% |
| YTD | +64.3% | -10.5% | +74.8% | +60.6% |
| 1Y | +24.3% | -22.4% | +46.7% | +27.2% |
| 3Y | +203.2% | +32.1% | +171.1% | +148.4% |
| 5Y | +290.4% | -14.0% | +304.4% | +247.2% |
| All | +649.0% | +91.5% | +557.5% | +337.9% |
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