+648.8%
SEI vs SHAK
+69.0%
+579.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -4.6% |
| 7D | +20.7% | -11.0% | +31.6% | +24.4% |
| 30D | +9.1% | -14.0% | +23.1% | +13.6% |
| 3M | -6.0% | +13.3% | -19.2% | -11.0% |
| 6M | +18.9% | -35.3% | +54.3% | +30.4% |
| YTD | +40.1% | -24.0% | +64.1% | +44.9% |
| 1Y | +120.6% | -36.7% | +157.3% | +139.9% |
| 3Y | +562.1% | -5.4% | +567.5% | +511.7% |
| 5Y | +954.5% | -24.9% | +979.4% | +879.1% |
| All | +648.8% | +69.0% | +579.8% | +398.0% |
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