+96.9%
PSX vs SHAK
-21.2%
+118.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.8% | -8.3% | -4.4% |
| 7D | -5.2% | +8.3% | -13.5% | -4.8% |
| 30D | -3.7% | +16.7% | -20.4% | -3.1% |
| 3M | +26.8% | +10.0% | +16.8% | +27.6% |
| 6M | +47.3% | -23.8% | +71.1% | +48.2% |
| YTD | +105.4% | -10.3% | +115.7% | +109.8% |
| 1Y | +96.9% | -22.9% | +119.8% | +105.3% |
| All | +96.9% | -21.2% | +118.2% | +105.3% |
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