+589.4%
SE vs SHAK
+98.9%
+490.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -6.1% | -0.7% | -5.4% | -5.9% |
| 30D | -2.5% | -6.6% | +4.2% | -0.3% |
| 3M | +21.7% | +30.1% | -8.3% | +10.8% |
| 6M | +27.0% | -28.7% | +55.7% | +37.6% |
| YTD | -12.1% | -14.5% | +2.4% | -11.2% |
| 1Y | -40.9% | -31.9% | -9.0% | -35.8% |
| 3Y | +191.0% | -1.0% | +191.9% | +153.9% |
| 5Y | -68.3% | -18.7% | -49.6% | -71.7% |
| All | +589.4% | +98.9% | +490.5% | +351.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling