+465.4%
SIMO vs SHAK
-3.6%
+469.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.5% | +8.6% | +3.0% |
| 7D | +14.5% | -7.2% | +21.7% | +15.6% |
| 30D | +20.4% | -11.8% | +32.2% | +22.5% |
| 3M | +7.1% | +17.2% | -10.0% | +3.0% |
| 6M | +129.2% | -34.1% | +163.4% | +142.7% |
| YTD | +201.9% | -22.4% | +224.3% | +207.0% |
| 1Y | +235.5% | -35.9% | +271.4% | +254.9% |
| All | +465.4% | -3.6% | +469.1% | +478.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling