-7.9%
SHW vs SHAK
-34.0%
+26.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | -9.5% | -6.6% | -2.9% | -8.6% |
| 3M | +11.5% | +30.1% | -18.6% | +7.2% |
| 6M | -3.5% | -28.7% | +25.2% | -1.1% |
| YTD | +3.7% | -14.5% | +18.2% | +3.7% |
| 1Y | -7.9% | -31.9% | +24.0% | -4.0% |
| All | -7.9% | -34.0% | +26.1% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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