+100.5%
SIMO vs SHAK
-21.2%
+121.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.8% | -13.4% | -9.4% |
| 7D | -16.9% | +8.3% | -25.2% | -16.7% |
| 30D | -35.4% | +16.7% | -52.1% | -35.1% |
| 3M | -31.9% | +10.0% | -41.8% | -31.5% |
| 6M | -19.3% | -23.8% | +4.5% | -13.7% |
| YTD | +98.5% | -10.3% | +108.8% | +99.2% |
| 1Y | +100.5% | -22.9% | +123.4% | +119.2% |
| All | +100.5% | -21.2% | +121.8% | +119.2% |
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