-31.9%
SHAK vs ESTC
+7.3%
-39.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.1% |
| 7D | -0.7% | -8.1% | +7.4% | -0.8% |
| 30D | -6.6% | +31.7% | -38.3% | -6.2% |
| 3M | +30.1% | +41.1% | -11.0% | +30.4% |
| 6M | -28.7% | +77.1% | -105.8% | -26.8% |
| YTD | -14.5% | +21.7% | -36.2% | -15.8% |
| 1Y | -31.9% | +8.4% | -40.3% | -33.0% |
| All | -31.9% | +7.3% | -39.2% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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