+56.5%
SAP vs SHAK
+1.3%
+55.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.3% |
| 7D | -0.3% | -0.3% | +0.1% | -0.2% |
| 30D | +2.6% | -5.2% | +7.8% | +3.3% |
| 3M | +16.3% | +27.3% | -11.0% | +12.2% |
| 6M | +6.4% | -27.9% | +34.3% | +9.4% |
| YTD | -11.4% | -17.0% | +5.5% | -10.9% |
| 1Y | -20.4% | -30.9% | +10.5% | -18.1% |
| 3Y | +56.5% | +3.4% | +53.1% | +50.7% |
| All | +56.5% | +1.3% | +55.2% | +50.7% |
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