+349.2%
PAYC vs SHAK
+87.2%
+262.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +0.4% |
| 7D | -5.5% | -8.3% | +2.8% | -3.2% |
| 30D | +3.8% | -12.6% | +16.4% | +7.7% |
| 3M | +65.8% | +9.1% | +56.7% | +60.0% |
| 6M | +68.7% | -31.2% | +99.9% | +79.3% |
| YTD | +38.3% | -21.6% | +59.9% | +40.0% |
| 1Y | -2.4% | -38.8% | +36.4% | +6.5% |
| 3Y | -21.5% | +0.6% | -22.2% | -32.9% |
| 5Y | -52.7% | -22.5% | -30.2% | -58.4% |
| All | +349.2% | +87.2% | +262.0% | +209.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling