+686.9%
SEI vs SHAK
+74.3%
+612.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.9% | +4.2% |
| 7D | +22.6% | -8.3% | +30.9% | +25.4% |
| 30D | +9.1% | -12.6% | +21.7% | +13.1% |
| 3M | -11.3% | +9.1% | -20.5% | -15.1% |
| 6M | +22.0% | -31.2% | +53.3% | +31.4% |
| YTD | +47.3% | -21.6% | +68.9% | +51.0% |
| 1Y | +124.8% | -38.8% | +163.5% | +147.4% |
| 3Y | +591.3% | +0.6% | +590.7% | +527.4% |
| 5Y | +1,008.2% | -22.5% | +1,030.7% | +920.0% |
| All | +686.9% | +74.3% | +612.6% | +418.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling