+190.2%
SBUX vs SHAK
+34.1%
+156.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -0.6% |
| 7D | -6.3% | -7.2% | +0.9% | -4.8% |
| 30D | -3.9% | -11.8% | +8.0% | -1.4% |
| 3M | +3.3% | +17.2% | -13.9% | -0.6% |
| 6M | +1.4% | -34.1% | +35.6% | +8.2% |
| YTD | +21.0% | -22.4% | +43.3% | +24.4% |
| 1Y | +22.4% | -35.9% | +58.3% | +30.5% |
| 3Y | +13.2% | -3.4% | +16.6% | +6.6% |
| 5Y | -5.2% | -25.4% | +20.2% | -10.0% |
| 10Y | +128.3% | +83.4% | +44.9% | +73.1% |
| All | +190.2% | +34.1% | +156.1% | +120.8% |
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