+7.0%
S vs SHAK
-34.9%
+41.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.4% |
| 7D | -0.7% | -8.3% | +7.6% | -0.3% |
| 30D | -11.4% | -12.6% | +1.2% | -10.9% |
| 3M | +33.8% | +9.1% | +24.7% | +32.7% |
| 6M | +39.5% | -31.2% | +70.7% | +39.9% |
| YTD | +31.7% | -21.6% | +53.3% | +25.6% |
| 1Y | +7.0% | -38.8% | +45.8% | +18.4% |
| All | +7.0% | -34.9% | +41.9% | +18.4% |
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