+63.7%
SE vs SHAK
+36.4%
+27.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.0% | +0.4% |
| 7D | -0.5% | +4.3% | -4.8% | -1.4% |
| 30D | -20.9% | +9.0% | -30.0% | -22.4% |
| 3M | -38.9% | +1.8% | -40.7% | -39.3% |
| 6M | -19.4% | +17.3% | -36.7% | -22.7% |
| YTD | -40.9% | -7.6% | -33.3% | -41.7% |
| 1Y | -46.2% | -16.9% | -29.3% | -45.8% |
| 3Y | +63.7% | +35.1% | +28.7% | +139.2% |
| All | +63.7% | +36.4% | +27.3% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling