-25.4%
SHAK vs ESTC
-46.4%
+21.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -5.9% |
| 7D | -7.2% | -3.3% | -3.9% | -6.3% |
| 30D | -11.8% | +13.4% | -25.3% | -16.1% |
| 3M | +17.2% | +41.3% | -24.2% | +3.7% |
| 6M | -34.1% | +62.6% | -96.7% | -45.3% |
| YTD | -22.4% | +14.8% | -37.1% | -28.6% |
| 1Y | -35.9% | -5.1% | -30.9% | -38.2% |
| 3Y | -3.4% | +11.2% | -14.5% | -20.7% |
| 5Y | -25.4% | -47.0% | +21.6% | -32.8% |
| All | -25.4% | -46.4% | +21.0% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling