+1,024.0%
SCCO vs SHAK
+31.3%
+992.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.1% | -5.1% | -6.8% |
| 7D | -2.7% | -11.0% | +8.3% | -0.6% |
| 30D | -0.2% | -14.0% | +13.9% | +2.6% |
| 3M | +17.8% | +13.3% | +4.5% | +14.6% |
| 6M | +2.3% | -35.3% | +37.6% | +9.1% |
| YTD | +41.6% | -24.0% | +65.6% | +46.4% |
| 1Y | +101.9% | -36.7% | +138.6% | +115.1% |
| 3Y | +186.2% | -5.4% | +191.5% | +173.6% |
| 5Y | +309.7% | -24.9% | +334.6% | +291.6% |
| 10Y | +1,094.2% | +79.6% | +1,014.6% | +798.6% |
| All | +1,024.0% | +31.3% | +992.8% | +750.0% |
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