-5.1%
SAP vs SHAK
-20.2%
+15.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.1% |
| 7D | +0.6% | +4.3% | -3.7% | 0.0% |
| 30D | +6.5% | +9.0% | -2.5% | +5.2% |
| 3M | +12.2% | +1.8% | +10.4% | +11.6% |
| 6M | +46.1% | +17.3% | +28.7% | +41.6% |
| YTD | -1.6% | -7.6% | +6.0% | -2.9% |
| 1Y | -5.1% | -16.9% | +11.8% | -6.0% |
| All | -5.1% | -20.2% | +15.0% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling