+239.8%
RF vs SHAK
+111.2%
+128.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | +0.3% | +8.2% | -7.9% | -1.8% |
| 30D | +6.2% | +13.5% | -7.3% | +2.4% |
| 3M | -7.8% | +6.2% | -14.1% | -9.9% |
| 6M | +5.9% | +8.2% | -2.3% | +1.8% |
| YTD | +9.0% | -6.5% | +15.5% | +6.5% |
| 1Y | +19.3% | -19.2% | +38.4% | +20.9% |
| 3Y | +116.4% | +37.9% | +78.5% | +76.0% |
| 5Y | +46.0% | -9.5% | +55.5% | +27.1% |
| 10Y | +239.8% | +106.2% | +133.6% | +97.8% |
| All | +239.8% | +111.2% | +128.6% | +97.8% |
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