+187.6%
SIMO vs SHAK
-13.2%
+200.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.9% | -1.8% |
| 7D | +14.9% | +4.1% | +10.8% | +14.2% |
| 30D | -27.0% | +2.3% | -29.3% | -27.3% |
| 3M | -25.4% | -0.2% | -25.1% | -25.5% |
| 6M | -30.3% | +10.1% | -40.3% | -32.2% |
| YTD | +95.8% | -10.5% | +106.2% | +94.4% |
| 1Y | +100.0% | -22.4% | +122.4% | +103.9% |
| 3Y | +238.3% | +32.1% | +206.2% | +207.0% |
| 5Y | +187.6% | -14.0% | +201.5% | +191.6% |
| All | +187.6% | -13.2% | +200.7% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling