-36.9%
SIMO vs SHAK
+14.6%
-51.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -4.9% |
| 7D | +4.1% | +4.3% | -0.2% | +5.1% |
| 30D | -24.0% | +9.0% | -33.0% | -22.3% |
| 3M | -31.8% | +1.8% | -33.6% | -32.0% |
| 6M | -36.9% | +17.3% | -54.2% | -28.5% |
| All | -36.9% | +14.6% | -51.5% | -28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling