+28.6%
P vs SHAK
-20.2%
+48.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.1% |
| 7D | +11.6% | +4.3% | +7.3% | +11.3% |
| 30D | -23.7% | +9.0% | -32.7% | -24.0% |
| 3M | -8.0% | +1.8% | -9.8% | -8.3% |
| 6M | +27.9% | +17.3% | +10.6% | +26.6% |
| YTD | +61.2% | -7.6% | +68.8% | +60.9% |
| 1Y | +28.6% | -16.9% | +45.5% | +27.9% |
| All | +28.6% | -20.2% | +48.8% | +27.9% |
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 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