+297.5%
SAP vs SHAK
+47.7%
+249.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | +9.0% | -6.6% | +15.6% | +10.1% |
| 3M | +14.9% | +30.1% | -15.1% | +10.2% |
| 6M | +11.9% | -28.7% | +40.6% | +15.9% |
| YTD | -9.9% | -14.5% | +4.6% | -9.4% |
| 1Y | -19.5% | -31.9% | +12.3% | -16.6% |
| 3Y | +61.8% | -1.0% | +62.8% | +53.3% |
| 5Y | +56.2% | -18.7% | +74.9% | +46.9% |
| 10Y | +180.6% | +98.1% | +82.5% | +125.8% |
| All | +297.5% | +47.7% | +249.9% | +220.0% |
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 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