+99.0%
SHAK vs RACE
+741.5%
-642.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +3.0% | -3.9% | +6.9% | +5.5% |
| 30D | +8.2% | +6.8% | +1.4% | +4.0% |
| 3M | +4.6% | +1.3% | +3.2% | +3.5% |
| 6M | +16.3% | +26.3% | -9.9% | +0.1% |
| YTD | -7.6% | +13.8% | -21.4% | -16.3% |
| 1Y | -18.7% | -0.5% | -18.3% | -20.1% |
| 3Y | +36.4% | +25.6% | +10.7% | +11.0% |
| 5Y | -10.5% | +67.6% | -78.1% | -40.6% |
| 10Y | +99.0% | +724.7% | -625.7% | -31.9% |
| All | +99.0% | +741.5% | -642.5% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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