+81.3%
SFM vs SHAK
-5.6%
+86.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -0.9% |
| 7D | -8.8% | -11.0% | +2.2% | -7.2% |
| 30D | -14.5% | -14.0% | -0.4% | -12.6% |
| 3M | -16.8% | +13.3% | -30.1% | -18.5% |
| 6M | -5.3% | -35.3% | +30.0% | -1.2% |
| YTD | -9.4% | -24.0% | +14.6% | -8.7% |
| 1Y | -46.2% | -36.7% | -9.5% | -44.0% |
| All | +81.3% | -5.6% | +86.9% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling