+34.5%
S vs SHAK
-20.2%
+54.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.5% |
| 7D | +2.0% | +4.3% | -2.3% | +1.9% |
| 30D | -2.7% | +9.0% | -11.7% | -2.8% |
| 3M | -6.9% | +1.8% | -8.7% | -7.3% |
| 6M | +38.1% | +17.3% | +20.7% | +37.0% |
| YTD | +48.0% | -7.6% | +55.6% | +42.1% |
| 1Y | +34.5% | -16.9% | +51.4% | +32.3% |
| All | +34.5% | -20.2% | +54.6% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling