-11.3%
SIRI vs SHAK
+87.2%
-98.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.2% | +0.3% |
| 7D | +0.6% | -8.3% | +8.8% | +2.1% |
| 30D | +2.5% | -12.6% | +15.1% | +5.0% |
| 3M | +6.6% | +9.1% | -2.5% | +4.4% |
| 6M | +32.9% | -31.2% | +64.1% | +39.3% |
| YTD | +50.5% | -21.6% | +72.0% | +52.9% |
| 1Y | +28.0% | -38.8% | +66.7% | +36.2% |
| 3Y | -22.4% | +0.6% | -23.0% | -28.4% |
| 5Y | -41.3% | -22.5% | -18.8% | -45.7% |
| All | -11.3% | +87.2% | -98.5% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling