+109.7%
SEI vs SHAK
-34.0%
+143.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +10.2% | -0.7% | +10.9% | +10.3% |
| 30D | -1.0% | -6.6% | +5.6% | -0.4% |
| 3M | -27.9% | +30.1% | -58.0% | -30.6% |
| 6M | +10.4% | -28.7% | +39.1% | +16.1% |
| YTD | +20.1% | -14.5% | +34.6% | +23.4% |
| 1Y | +109.7% | -31.9% | +141.6% | +137.2% |
| All | +109.7% | -34.0% | +143.7% | +137.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling