-53.5%
S vs SHAK
-39.6%
-13.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.7% |
| 7D | -0.7% | -8.3% | +7.6% | +2.9% |
| 30D | -11.4% | -12.6% | +1.2% | -6.7% |
| 3M | +33.8% | +9.1% | +24.7% | +26.4% |
| 6M | +39.5% | -31.2% | +70.7% | +53.2% |
| YTD | +31.7% | -21.6% | +53.3% | +33.2% |
| 1Y | +7.0% | -38.8% | +45.8% | +22.4% |
| 3Y | +11.8% | +0.6% | +11.2% | -18.6% |
| 5Y | -69.0% | -22.5% | -46.5% | -75.2% |
| All | -53.5% | -39.6% | -13.9% | -55.3% |
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