+22.6%
SHAK vs ESTC
+25.9%
-3.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.5% |
| 7D | +4.3% | +2.4% | +1.9% | +3.6% |
| 30D | +9.0% | -4.2% | +13.3% | +9.9% |
| 3M | +1.8% | +2.5% | -0.6% | -0.5% |
| 6M | +17.3% | +81.5% | -64.2% | -5.0% |
| YTD | -7.6% | +16.8% | -24.5% | -16.2% |
| 1Y | -16.9% | -3.5% | -13.5% | -20.7% |
| 3Y | +35.1% | +17.7% | +17.3% | +10.3% |
| 5Y | -11.3% | -51.7% | +40.5% | -12.2% |
| All | +22.6% | +25.9% | -3.4% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling