+1,103.7%
SIMO vs SHAK
+47.7%
+1,056.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.7% |
| 7D | +4.2% | -0.7% | +4.9% | +4.3% |
| 30D | +4.1% | -6.6% | +10.7% | +5.0% |
| 3M | -12.9% | +30.1% | -42.9% | -17.0% |
| 6M | +110.3% | -28.7% | +139.1% | +117.4% |
| YTD | +178.6% | -14.5% | +193.1% | +179.0% |
| 1Y | +220.0% | -31.9% | +251.9% | +231.4% |
| 3Y | +409.0% | -1.0% | +410.0% | +387.1% |
| 5Y | +277.3% | -18.7% | +296.0% | +259.9% |
| 10Y | +506.6% | +98.1% | +408.5% | +392.5% |
| All | +1,103.7% | +47.7% | +1,056.0% | +852.9% |
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