+345.3%
SAN vs SHAK
+87.2%
+258.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +1.6% |
| 7D | +0.2% | -8.3% | +8.5% | +2.0% |
| 30D | +0.9% | -12.6% | +13.6% | +3.7% |
| 3M | +19.1% | +9.1% | +10.0% | +16.3% |
| 6M | +33.2% | -31.2% | +64.4% | +41.2% |
| YTD | +29.1% | -21.6% | +50.7% | +32.7% |
| 1Y | +50.2% | -38.8% | +89.0% | +62.0% |
| 3Y | +351.0% | +0.6% | +350.4% | +311.0% |
| 5Y | +394.7% | -22.5% | +417.2% | +355.9% |
| All | +345.3% | +87.2% | +258.1% | +201.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling