+185.2%
SITM vs SHAK
-22.8%
+208.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.2% | +2.4% | +4.4% |
| 7D | +3.9% | -8.3% | +12.1% | +7.2% |
| 30D | -6.6% | -12.6% | +6.0% | -1.9% |
| 3M | -11.9% | +9.1% | -21.0% | -17.3% |
| 6M | +81.1% | -31.2% | +112.4% | +93.9% |
| YTD | +80.0% | -21.6% | +101.6% | +77.4% |
| 1Y | +145.8% | -38.8% | +184.6% | +173.4% |
| 3Y | +475.9% | +0.6% | +475.3% | +326.0% |
| All | +185.2% | -22.8% | +208.0% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling