-35.9%
SHAK vs RACE
-14.8%
-21.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.2% |
| 7D | -7.2% | -2.6% | -4.6% | -6.3% |
| 30D | -11.8% | -1.1% | -10.7% | -11.4% |
| 3M | +17.2% | +12.5% | +4.6% | +12.7% |
| 6M | -34.1% | +17.4% | -51.6% | -37.7% |
| YTD | -22.4% | +10.1% | -32.5% | -25.9% |
| 1Y | -35.9% | -15.1% | -20.8% | -36.3% |
| All | -35.9% | -14.8% | -21.1% | -36.3% |
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