+4,532.8%
SITM vs SHAK
+3.2%
+4,529.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.9% |
| 7D | +4.8% | -11.0% | +15.8% | +9.3% |
| 30D | -9.7% | -14.0% | +4.3% | -4.7% |
| 3M | -9.3% | +13.3% | -22.6% | -15.9% |
| 6M | +69.5% | -35.3% | +104.8% | +85.3% |
| YTD | +70.5% | -24.0% | +94.5% | +71.5% |
| 1Y | +145.3% | -36.7% | +182.0% | +165.7% |
| 3Y | +432.8% | -5.4% | +438.2% | +342.5% |
| 5Y | +174.0% | -24.9% | +198.9% | +139.4% |
| All | +4,532.8% | +3.2% | +4,529.6% | +3,410.8% |
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 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