+475.9%
SITM vs SHAK
-2.6%
+478.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.2% | +2.4% | +5.0% |
| 7D | +3.9% | -8.3% | +12.1% | +5.4% |
| 30D | -6.6% | -12.6% | +6.0% | -4.4% |
| 3M | -11.9% | +9.1% | -21.0% | -14.7% |
| 6M | +81.1% | -31.2% | +112.4% | +88.2% |
| YTD | +80.0% | -21.6% | +101.6% | +76.2% |
| 1Y | +145.8% | -38.8% | +184.6% | +163.8% |
| 3Y | +475.9% | +0.6% | +475.3% | +452.8% |
| All | +475.9% | -2.6% | +478.5% | +452.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling