+32.0%
Q vs SHAK
-32.3%
+64.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.3% | +3.0% |
| 7D | +6.6% | -7.2% | +13.8% | +8.0% |
| 30D | -6.6% | -11.8% | +5.3% | -4.4% |
| 3M | -13.2% | +17.2% | -30.4% | -17.7% |
| 6M | +9.9% | -34.1% | +44.1% | +21.3% |
| YTD | +53.9% | -22.4% | +76.3% | +61.4% |
| All | +32.0% | -32.3% | +64.3% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling