+24.3%
P vs SHAK
-22.0%
+46.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.1% | +6.5% | +3.6% |
| 7D | +17.8% | +4.1% | +13.7% | +17.5% |
| 30D | -29.9% | +2.3% | -32.1% | -29.9% |
| 3M | -1.2% | -0.2% | -0.9% | -1.3% |
| 6M | +32.1% | +10.1% | +22.1% | +31.0% |
| YTD | +64.3% | -10.5% | +74.8% | +62.9% |
| 1Y | +24.3% | -22.4% | +46.7% | +31.0% |
| All | +24.3% | -22.0% | +46.3% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling