+268.9%
P vs SHAK
-25.9%
+294.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.5% | -2.2% |
| 7D | +5.0% | -7.2% | +12.2% | +7.2% |
| 30D | -0.9% | -11.8% | +10.9% | +2.5% |
| 3M | +38.7% | +17.2% | +21.5% | +30.9% |
| 6M | +54.4% | -34.1% | +88.5% | +67.8% |
| YTD | +44.8% | -22.4% | +67.2% | +48.3% |
| 1Y | +22.5% | -35.9% | +58.5% | +33.1% |
| 3Y | +148.2% | -3.4% | +151.6% | +129.6% |
| 5Y | +268.9% | -25.4% | +294.3% | +240.2% |
| All | +268.9% | -25.9% | +294.8% | +240.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling