-9.6%
SHAK vs JAAA
+29.4%
-38.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +2.9% |
| 7D | -8.3% | +0.1% | -8.4% | -8.5% |
| 30D | -12.6% | +0.5% | -13.2% | -14.1% |
| 3M | +9.1% | +1.3% | +7.9% | +4.9% |
| 6M | -31.2% | +2.8% | -34.0% | -36.9% |
| YTD | -21.6% | +3.3% | -24.8% | -28.9% |
| 1Y | -38.8% | +4.9% | -43.7% | -47.0% |
| 3Y | +0.6% | +19.0% | -18.4% | -28.1% |
| 5Y | -22.5% | +26.9% | -49.4% | -52.1% |
| All | -9.6% | +29.4% | -38.9% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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