+485.4%
P vs SHAK
+40.5%
+444.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.3% |
| 7D | +6.5% | -0.7% | +7.2% | +6.8% |
| 30D | +18.8% | -6.6% | +25.5% | +21.1% |
| 3M | +26.7% | +30.1% | -3.3% | +15.6% |
| 6M | +62.2% | -28.7% | +90.9% | +72.7% |
| YTD | +48.5% | -14.5% | +63.0% | +48.3% |
| 1Y | +26.4% | -31.9% | +58.3% | +35.2% |
| 3Y | +159.4% | -1.0% | +160.4% | +136.1% |
| 5Y | +275.8% | -18.7% | +294.5% | +241.1% |
| 10Y | +732.0% | +98.1% | +633.9% | +415.4% |
| All | +485.4% | +40.5% | +444.9% | +250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling