-31.2%
SHAK vs VYM
+9.6%
-40.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +1.6% |
| 7D | -8.3% | -0.8% | -7.5% | -6.5% |
| 30D | -12.6% | -2.2% | -10.4% | -8.0% |
| 3M | +9.1% | +3.1% | +6.1% | +1.3% |
| 6M | -31.2% | +9.7% | -41.0% | -46.5% |
| All | -31.2% | +9.6% | -40.9% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 6mo: compounded portfolio wealth divided by compounded VYM 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…
6mo analysis · Full analysis span regression · 6 months rolling