+181.6%
SE vs SHAK
-5.6%
+187.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.5% |
| 7D | -4.8% | -11.0% | +6.2% | -2.4% |
| 30D | -18.1% | -14.0% | -4.1% | -15.5% |
| 3M | +30.6% | +13.3% | +17.4% | +26.9% |
| 6M | +20.8% | -35.3% | +56.1% | +29.5% |
| YTD | -15.6% | -24.0% | +8.4% | -12.8% |
| 1Y | -44.2% | -36.7% | -7.5% | -40.3% |
| All | +181.6% | -5.6% | +187.2% | +242.6% |
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