+378.1%
PSX vs SHAK
+87.2%
+290.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.3% |
| 7D | +1.7% | -8.3% | +10.0% | +3.4% |
| 30D | +15.6% | -12.6% | +28.3% | +18.6% |
| 3M | +46.5% | +9.1% | +37.3% | +42.6% |
| 6M | +55.0% | -31.2% | +86.3% | +62.7% |
| YTD | +105.3% | -21.6% | +126.9% | +108.0% |
| 1Y | +101.6% | -38.8% | +140.4% | +114.9% |
| 3Y | +134.1% | +0.6% | +133.5% | +111.3% |
| 5Y | +368.7% | -22.5% | +391.2% | +324.3% |
| All | +378.1% | +87.2% | +290.9% | +218.2% |
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