-47.8%
S vs SHAK
-28.9%
-18.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.7% |
| 7D | +2.0% | +4.3% | -2.3% | +0.3% |
| 30D | -2.7% | +9.0% | -11.7% | -6.5% |
| 3M | -6.9% | +1.8% | -8.7% | -8.8% |
| 6M | +38.1% | +17.3% | +20.7% | +24.3% |
| YTD | +48.0% | -7.6% | +55.6% | +38.6% |
| 1Y | +34.5% | -16.9% | +51.4% | +32.5% |
| 3Y | +38.3% | +35.1% | +3.3% | -14.6% |
| 5Y | -70.9% | -11.3% | -59.6% | -78.7% |
| All | -47.8% | -28.9% | -18.9% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling