+342.6%
SAN vs SHAK
-3.6%
+346.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.3% |
| 7D | -0.5% | -7.2% | +6.7% | +0.6% |
| 30D | -0.1% | -11.8% | +11.7% | +1.7% |
| 3M | +19.6% | +17.2% | +2.5% | +16.6% |
| 6M | +32.7% | -34.1% | +66.8% | +38.9% |
| YTD | +26.7% | -22.4% | +49.1% | +29.9% |
| 1Y | +51.6% | -35.9% | +87.6% | +58.6% |
| All | +342.6% | -3.6% | +346.2% | +335.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling