-26.9%
Q vs SHAK
+14.6%
-41.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.2% | -6.7% | -3.6% |
| 7D | +1.2% | +4.3% | -3.1% | +1.1% |
| 30D | -2.7% | +9.0% | -11.7% | -2.6% |
| 3M | -16.9% | +1.8% | -18.8% | -17.8% |
| 6M | -26.9% | +17.3% | -44.2% | -25.0% |
| All | -26.9% | +14.6% | -41.5% | -25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling