-68.9%
S vs SHAK
-27.4%
-41.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.8% |
| 7D | +0.1% | -11.0% | +11.0% | +4.9% |
| 30D | -11.8% | -14.0% | +2.2% | -6.5% |
| 3M | +33.9% | +13.3% | +20.7% | +24.3% |
| 6M | +40.1% | -35.3% | +75.4% | +58.3% |
| YTD | +32.1% | -24.0% | +56.1% | +35.4% |
| 1Y | +11.0% | -36.7% | +47.7% | +24.3% |
| 3Y | +16.9% | -5.4% | +22.3% | -12.1% |
| 5Y | -68.9% | -24.9% | -44.0% | -74.9% |
| All | -68.9% | -27.4% | -41.5% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling