+33.0%
Q vs SHAK
-31.6%
+64.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +1.9% |
| 7D | +4.9% | -8.3% | +13.2% | +6.6% |
| 30D | -11.0% | -12.6% | +1.7% | -8.7% |
| 3M | -15.2% | +9.1% | -24.3% | -17.8% |
| 6M | +8.8% | -31.2% | +40.1% | +18.5% |
| YTD | +55.1% | -21.6% | +76.7% | +62.3% |
| All | +33.0% | -31.6% | +64.6% | +49.8% |
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 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