+236.6%
SAP vs SHAK
+97.6%
+139.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.2% |
| 7D | +0.6% | +4.3% | -3.7% | -0.2% |
| 30D | +6.5% | +9.0% | -2.5% | +4.7% |
| 3M | +12.2% | +1.8% | +10.4% | +11.4% |
| 6M | +46.1% | +17.3% | +28.7% | +40.7% |
| YTD | -1.6% | -7.6% | +6.0% | -2.8% |
| 1Y | -5.1% | -16.9% | +11.8% | -4.6% |
| 3Y | +68.4% | +35.1% | +33.3% | +48.0% |
| 5Y | +79.4% | -11.3% | +90.7% | +63.7% |
| All | +236.6% | +97.6% | +139.0% | +142.3% |
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