+234.2%
SAN vs SHAK
+47.7%
+186.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | +2.0% | -6.6% | +8.6% | +3.3% |
| 3M | +19.7% | +30.1% | -10.3% | +13.2% |
| 6M | +30.6% | -28.7% | +59.4% | +37.1% |
| YTD | +28.8% | -14.5% | +43.4% | +30.1% |
| 1Y | +57.8% | -31.9% | +89.6% | +65.7% |
| 3Y | +338.1% | -1.0% | +339.1% | +306.3% |
| 5Y | +384.2% | -18.7% | +402.9% | +347.4% |
| 10Y | +353.1% | +98.1% | +255.0% | +221.9% |
| All | +234.2% | +47.7% | +186.5% | +139.1% |
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