+698.6%
SIMO vs SHAK
+59.5%
+639.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.8% | -6.0% |
| 7D | +4.1% | +4.3% | -0.2% | +3.5% |
| 30D | -24.0% | +9.0% | -33.0% | -25.0% |
| 3M | -31.8% | +1.8% | -33.6% | -32.2% |
| 6M | -36.9% | +17.3% | -54.2% | -39.2% |
| YTD | +84.8% | -7.6% | +92.4% | +82.4% |
| 1Y | +99.0% | -16.9% | +115.9% | +99.3% |
| 3Y | +217.9% | +35.1% | +182.9% | +190.4% |
| 5Y | +171.5% | -11.3% | +182.7% | +155.8% |
| 10Y | +393.3% | +98.8% | +294.4% | +296.4% |
| All | +698.6% | +59.5% | +639.1% | +523.0% |
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