+293.7%
ROIV vs SHAK
-26.5%
+320.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.7% |
| 7D | +19.0% | -11.0% | +29.9% | +21.6% |
| 30D | +16.1% | -14.0% | +30.2% | +19.4% |
| 3M | +44.1% | +13.3% | +30.9% | +38.9% |
| 6M | +37.8% | -35.3% | +73.2% | +47.2% |
| YTD | +88.7% | -24.0% | +112.7% | +94.1% |
| 1Y | +197.3% | -36.7% | +234.0% | +217.0% |
| 3Y | +224.9% | -5.4% | +230.3% | +198.6% |
| 5Y | +311.0% | -24.9% | +335.9% | +253.9% |
| All | +293.7% | -26.5% | +320.2% | +240.0% |
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 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