+68.4%
SAP vs SHAK
+36.4%
+32.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.1% |
| 3M | +12.2% | +1.8% | +10.4% | +11.6% |
| 6M | +46.1% | +17.3% | +28.7% | +41.8% |
| YTD | -1.6% | -7.6% | +6.0% | -2.8% |
| 1Y | -5.1% | -16.9% | +11.8% | -4.9% |
| 3Y | +68.4% | +35.1% | +33.3% | +66.4% |
| All | +68.4% | +36.4% | +32.0% | +66.4% |
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