+86.1%
PL vs SHAK
-37.3%
+123.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.5% |
| 7D | -9.0% | -11.0% | +1.9% | -6.4% |
| 30D | -29.6% | -14.0% | -15.5% | -26.9% |
| 3M | -45.7% | +13.3% | -58.9% | -48.2% |
| 6M | -34.3% | -35.3% | +1.0% | -25.9% |
| YTD | -15.4% | -24.0% | +8.6% | -12.9% |
| 1Y | +86.1% | -36.7% | +122.8% | +112.8% |
| All | +86.1% | -37.3% | +123.3% | +112.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling