-19.5%
SHAK vs RACE
-2.3%
-17.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.7% | -2.1% |
| 7D | +4.1% | -4.0% | +8.1% | +6.0% |
| 30D | +2.3% | +3.5% | -1.3% | +0.9% |
| 3M | -0.2% | -0.4% | +0.2% | -0.1% |
| 6M | +10.1% | +23.2% | -13.1% | +1.4% |
| YTD | -10.5% | +11.0% | -21.4% | -16.0% |
| All | -19.5% | -2.3% | -17.1% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling