+295.8%
SHW vs SHAK
+34.1%
+261.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -0.7% |
| 7D | -3.2% | -7.2% | +4.0% | -2.1% |
| 30D | -11.4% | -11.8% | +0.4% | -9.8% |
| 3M | +3.5% | +17.2% | -13.7% | +0.9% |
| 6M | -3.4% | -34.1% | +30.8% | +1.4% |
| YTD | -0.3% | -22.4% | +22.0% | +1.8% |
| 1Y | -10.4% | -35.9% | +25.5% | -6.2% |
| 3Y | +21.3% | -3.4% | +24.7% | +15.8% |
| 5Y | +12.9% | -25.4% | +38.3% | +7.7% |
| 10Y | +284.1% | +83.4% | +200.7% | +200.4% |
| All | +295.8% | +34.1% | +261.8% | +207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling