+114.9%
RF vs SHAK
+27.3%
+87.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -0.9% |
| 7D | -0.9% | +2.0% | -2.9% | -1.3% |
| 30D | +6.0% | +12.0% | -6.0% | +3.7% |
| 3M | -8.9% | +2.3% | -11.2% | -9.6% |
| 6M | +2.3% | -25.5% | +27.9% | +6.4% |
| YTD | +7.6% | -11.4% | +19.0% | +7.2% |
| 1Y | +21.2% | -21.8% | +42.9% | +23.8% |
| All | +114.9% | +27.3% | +87.6% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling