-48.8%
SE vs SHAK
-21.2%
-27.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.8% | +0.6% | +3.6% |
| 7D | +6.7% | +8.3% | -1.7% | +4.7% |
| 30D | -17.2% | +16.7% | -33.9% | -20.1% |
| 3M | -28.0% | +10.0% | -38.0% | -29.7% |
| 6M | -6.1% | -23.8% | +17.7% | -4.4% |
| YTD | -37.1% | -10.3% | -26.9% | -38.6% |
| 1Y | -48.8% | -22.9% | -25.9% | -48.3% |
| All | -48.8% | -21.2% | -27.5% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling