+390.5%
RF vs SHAK
+53.0%
+337.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -1.0% |
| 7D | -0.9% | +2.0% | -2.9% | -1.4% |
| 30D | +6.0% | +12.0% | -6.0% | +3.0% |
| 3M | -8.9% | +2.3% | -11.2% | -9.9% |
| 6M | +2.3% | -25.5% | +27.9% | +6.7% |
| YTD | +7.6% | -11.4% | +19.0% | +6.8% |
| 1Y | +21.2% | -21.8% | +42.9% | +23.7% |
| 3Y | +108.5% | +25.8% | +82.7% | +79.9% |
| 5Y | +43.2% | -21.0% | +64.2% | +32.0% |
| 10Y | +288.1% | +126.4% | +161.6% | +163.3% |
| All | +390.5% | +53.0% | +337.5% | +248.0% |
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