+280.4%
SHW vs SHAK
+87.2%
+193.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.3% | +1.3% |
| 7D | -3.1% | -8.3% | +5.2% | -1.7% |
| 30D | -10.0% | -12.6% | +2.6% | -8.0% |
| 3M | +2.3% | +9.1% | -6.9% | +0.5% |
| 6M | +0.7% | -31.2% | +31.9% | +5.5% |
| YTD | +0.5% | -21.6% | +22.1% | +2.7% |
| 1Y | -11.5% | -38.8% | +27.3% | -6.0% |
| 3Y | +21.3% | +0.6% | +20.7% | +13.5% |
| 5Y | +12.5% | -22.5% | +35.1% | +5.4% |
| All | +280.4% | +87.2% | +193.2% | +155.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling