+7.0%
SHW vs SHAK
-21.2%
+28.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.8% | +2.8% | +6.0% |
| 7D | +13.3% | +8.3% | +5.0% | +11.9% |
| 30D | +14.1% | +16.7% | -2.6% | +11.3% |
| 3M | +0.8% | +10.0% | -9.2% | -1.0% |
| 6M | +17.6% | -23.8% | +41.5% | +19.6% |
| YTD | +13.0% | -10.3% | +23.3% | +11.8% |
| 1Y | +7.0% | -22.9% | +29.9% | +9.6% |
| All | +7.0% | -21.2% | +28.2% | +9.6% |
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