+29.7%
Q vs SHAK
-27.6%
+57.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.2% | +2.9% |
| 7D | +6.7% | -0.3% | +7.1% | +6.8% |
| 30D | -10.6% | -5.2% | -5.4% | -9.7% |
| 3M | -14.6% | +27.3% | -41.9% | -20.3% |
| 6M | +12.1% | -27.9% | +39.9% | +21.1% |
| YTD | +51.3% | -17.0% | +68.2% | +56.7% |
| All | +29.7% | -27.6% | +57.3% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling