-36.5%
SHAK vs VSXY
+33.4%
-69.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.5% |
| 7D | -11.0% | -0.3% | -10.6% | -10.9% |
| 30D | -14.0% | -22.1% | +8.0% | -10.2% |
| 3M | +13.3% | -1.1% | +14.4% | +12.6% |
| 6M | -35.3% | +53.8% | -89.2% | -43.0% |
| YTD | -24.0% | +35.5% | -59.5% | -31.4% |
| 1Y | -36.7% | +186.0% | -222.7% | -52.1% |
| 3Y | -5.4% | +343.2% | -348.5% | -40.7% |
| 5Y | -24.9% | +19.0% | -43.9% | -41.0% |
| All | -36.5% | +33.4% | -69.9% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling