+180.9%
P vs SHAK
+38.6%
+142.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -13.3% | +8.2% | -21.5% | -14.9% |
| 30D | -34.0% | +13.5% | -47.4% | -36.1% |
| 3M | +4.1% | +6.2% | -2.1% | +2.1% |
| 6M | +30.5% | +8.2% | +22.3% | +25.8% |
| YTD | +52.2% | -6.5% | +58.7% | +47.2% |
| 1Y | +10.3% | -19.2% | +29.5% | +12.2% |
| 3Y | +180.9% | +37.9% | +142.9% | +154.8% |
| All | +180.9% | +38.6% | +142.3% | +154.8% |
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