-34.5%
SHAK vs VSXY
+37.5%
-72.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +2.6% |
| 7D | -8.3% | +0.1% | -8.4% | -8.3% |
| 30D | -12.6% | -18.7% | +6.0% | -9.4% |
| 3M | +9.1% | -4.0% | +13.1% | +9.1% |
| 6M | -31.2% | +67.5% | -98.7% | -40.4% |
| YTD | -21.6% | +39.7% | -61.2% | -29.7% |
| 1Y | -38.8% | +180.0% | -218.8% | -53.5% |
| 3Y | +0.6% | +337.3% | -336.7% | -36.6% |
| 5Y | -22.5% | +22.7% | -45.2% | -39.5% |
| All | -34.5% | +37.5% | -72.0% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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