+176.7%
SAN vs SHAK
+59.5%
+117.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | 0.0% |
| 7D | +4.0% | +4.3% | -0.3% | +3.2% |
| 30D | -7.8% | +9.0% | -16.8% | -9.5% |
| 3M | -16.4% | +1.8% | -18.2% | -17.0% |
| 6M | +3.5% | +17.3% | -13.8% | -0.8% |
| YTD | +6.7% | -7.6% | +14.3% | +5.7% |
| 1Y | +14.5% | -16.9% | +31.4% | +15.6% |
| 3Y | +243.5% | +35.1% | +208.5% | +198.2% |
| 5Y | +296.2% | -11.3% | +307.5% | +260.3% |
| 10Y | +268.5% | +98.8% | +169.7% | +159.8% |
| All | +176.7% | +59.5% | +117.1% | +94.2% |
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