+99.6%
PSX vs SHAK
-34.0%
+133.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | +4.5% | -0.7% | +5.2% | +4.5% |
| 30D | +26.6% | -6.6% | +33.2% | +26.4% |
| 3M | +39.3% | +30.1% | +9.2% | +40.2% |
| 6M | +56.8% | -28.7% | +85.6% | +58.1% |
| YTD | +101.8% | -14.5% | +116.3% | +103.9% |
| 1Y | +99.6% | -31.9% | +131.5% | +100.1% |
| All | +99.6% | -34.0% | +133.6% | +100.1% |
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