+338.5%
RF vs SHAK
+77.6%
+260.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +1.1% |
| 7D | -0.1% | -7.2% | +7.1% | +1.8% |
| 30D | -4.0% | -11.8% | +7.8% | -0.9% |
| 3M | +5.6% | +17.2% | -11.6% | +0.2% |
| 6M | +13.1% | -34.1% | +47.2% | +22.5% |
| YTD | +13.6% | -22.4% | +35.9% | +17.1% |
| 1Y | +16.0% | -35.9% | +51.9% | +25.4% |
| 3Y | +90.2% | -3.4% | +93.6% | +71.4% |
| 5Y | +87.0% | -25.4% | +112.4% | +70.2% |
| 10Y | +338.5% | +83.4% | +255.0% | +158.9% |
| All | +338.5% | +77.6% | +260.8% | +158.9% |
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