+165.5%
SITM vs SHAK
-34.0%
+199.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.6% |
| 7D | +9.7% | -0.7% | +10.4% | +9.5% |
| 30D | +12.7% | -6.6% | +19.3% | +11.3% |
| 3M | -13.4% | +30.1% | -43.5% | -9.1% |
| 6M | +59.6% | -28.7% | +88.4% | +54.9% |
| YTD | +73.3% | -14.5% | +87.8% | +61.0% |
| 1Y | +165.5% | -31.9% | +197.4% | +166.6% |
| All | +165.5% | -34.0% | +199.6% | +166.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling