+18.0%
Q vs SHAK
-21.2%
+39.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.8% |
| 7D | -3.3% | +8.3% | -11.6% | -4.7% |
| 30D | -9.7% | +16.7% | -26.4% | -12.5% |
| 3M | -16.1% | +10.0% | -26.1% | -18.2% |
| 6M | -15.7% | -23.8% | +8.1% | -8.8% |
| YTD | +45.7% | -10.3% | +56.0% | +47.9% |
| 1Y | +18.0% | -22.9% | +40.9% | +32.8% |
| All | +18.0% | -21.2% | +39.3% | +32.8% |
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