-53.2%
S vs SHAK
-34.2%
-19.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -7.7% | -0.7% | -7.0% | -7.4% |
| 30D | -5.3% | -6.6% | +1.3% | -2.9% |
| 3M | +20.3% | +30.1% | -9.8% | +5.2% |
| 6M | +47.4% | -28.7% | +76.1% | +60.2% |
| YTD | +32.5% | -14.5% | +47.0% | +29.5% |
| 1Y | +9.5% | -31.9% | +41.4% | +19.6% |
| 3Y | +15.5% | -1.0% | +16.5% | -13.1% |
| 5Y | -71.2% | -18.7% | -52.5% | -77.1% |
| All | -53.2% | -34.2% | -19.0% | -56.6% |
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