-87.3%
SEDG vs SHAK
-22.8%
-64.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -6.7% |
| 7D | +1.4% | -8.3% | +9.7% | +4.1% |
| 30D | +8.3% | -12.6% | +20.9% | +12.9% |
| 3M | -40.7% | +9.1% | -49.8% | -44.4% |
| 6M | -3.9% | -31.2% | +27.3% | +2.9% |
| YTD | +20.2% | -21.6% | +41.8% | +21.1% |
| 1Y | +17.6% | -38.8% | +56.4% | +31.0% |
| 3Y | -76.6% | +0.6% | -77.2% | -81.4% |
| All | -87.3% | -22.8% | -64.6% | -89.8% |
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