+24.5%
Q vs SHAK
-19.4%
+43.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.2% | -6.7% | -4.2% |
| 7D | +1.2% | +4.3% | -3.1% | +0.3% |
| 30D | -2.7% | +9.0% | -11.7% | -4.4% |
| 3M | -16.9% | +1.8% | -18.8% | -17.5% |
| 6M | -26.9% | +17.3% | -44.2% | -30.0% |
| YTD | +45.2% | -7.6% | +52.8% | +46.9% |
| 1Y | +38.1% | -16.9% | +55.1% | +47.8% |
| All | +24.5% | -19.4% | +43.9% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling