+746.4%
PAYC vs SHAK
+34.1%
+712.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | 0.0% |
| 7D | -8.7% | -7.2% | -1.5% | -7.0% |
| 30D | +1.2% | -11.8% | +13.0% | +4.3% |
| 3M | +58.6% | +17.2% | +41.4% | +50.7% |
| 6M | +56.6% | -34.1% | +90.8% | +67.5% |
| YTD | +36.2% | -22.4% | +58.6% | +38.3% |
| 1Y | -2.2% | -35.9% | +33.7% | +4.3% |
| 3Y | -22.3% | -3.4% | -18.9% | -30.7% |
| 5Y | -53.9% | -25.4% | -28.4% | -57.8% |
| 10Y | +347.5% | +83.4% | +264.1% | +211.6% |
| All | +746.4% | +34.1% | +712.4% | +495.8% |
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 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