+90.1%
RF vs SHAK
-18.7%
+108.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | -3.6% | -6.6% | +3.0% | -2.4% |
| 3M | +8.1% | +30.1% | -22.0% | +2.0% |
| 6M | +11.5% | -28.7% | +40.2% | +16.8% |
| YTD | +15.6% | -14.5% | +30.1% | +16.3% |
| 1Y | +15.7% | -31.9% | +47.6% | +21.5% |
| 3Y | +86.9% | -1.0% | +87.8% | +74.5% |
| All | +90.1% | -18.7% | +108.8% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling