-66.9%
SE vs SHAK
-27.4%
-39.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.1% |
| 7D | -4.8% | -11.0% | +6.2% | -0.1% |
| 30D | -18.1% | -14.0% | -4.1% | -12.9% |
| 3M | +30.6% | +13.3% | +17.4% | +22.7% |
| 6M | +20.8% | -35.3% | +56.1% | +38.9% |
| YTD | -15.6% | -24.0% | +8.4% | -10.9% |
| 1Y | -44.2% | -36.7% | -7.5% | -36.5% |
| 3Y | +181.5% | -5.4% | +186.9% | +114.8% |
| 5Y | -66.9% | -24.9% | -42.0% | -73.5% |
| All | -66.9% | -27.4% | -39.5% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling