+158.7%
P vs SHAK
+1.3%
+157.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.4% |
| 7D | +7.8% | -0.3% | +8.2% | +7.9% |
| 30D | +12.3% | -5.2% | +17.6% | +13.8% |
| 3M | +37.1% | +27.3% | +9.8% | +26.9% |
| 6M | +66.1% | -27.9% | +94.0% | +75.7% |
| YTD | +50.9% | -17.0% | +67.9% | +51.0% |
| 1Y | +27.2% | -30.9% | +58.2% | +35.4% |
| 3Y | +158.7% | +3.4% | +155.3% | +141.9% |
| All | +158.7% | +1.3% | +157.4% | +141.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling