+553.4%
SE vs SHAK
+82.4%
+471.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -2.4% |
| 7D | -5.2% | -8.3% | +3.1% | -2.5% |
| 30D | -17.1% | -12.6% | -4.4% | -13.4% |
| 3M | +24.0% | +9.1% | +14.9% | +19.6% |
| 6M | +21.0% | -31.2% | +52.2% | +32.5% |
| YTD | -16.7% | -21.6% | +4.9% | -13.4% |
| 1Y | -45.9% | -38.8% | -7.2% | -39.1% |
| 3Y | +177.8% | +0.6% | +177.2% | +139.6% |
| 5Y | -67.4% | -22.5% | -44.8% | -70.3% |
| All | +553.4% | +82.4% | +471.0% | +340.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling