+77.5%
SEDG vs SHAK
+28.9%
+48.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +5.0% |
| 7D | +8.7% | -11.0% | +19.7% | +12.5% |
| 30D | +10.3% | -14.0% | +24.4% | +15.3% |
| 3M | -32.6% | +13.3% | -45.9% | -37.1% |
| 6M | -3.6% | -35.3% | +31.8% | +4.4% |
| YTD | +27.4% | -24.0% | +51.4% | +29.9% |
| 1Y | +24.9% | -36.7% | +61.6% | +35.1% |
| 3Y | -75.3% | -5.4% | -69.9% | -78.0% |
| 5Y | -86.3% | -24.9% | -61.4% | -87.5% |
| 10Y | +117.7% | +79.6% | +38.1% | +34.9% |
| All | +77.5% | +28.9% | +48.6% | +10.5% |
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 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