+46.2%
SLB vs SHAK
-21.2%
+67.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -1.2% |
| 7D | -4.1% | +8.3% | -12.4% | -4.3% |
| 30D | +2.5% | +16.7% | -14.2% | +1.8% |
| 3M | +2.0% | +10.0% | -8.0% | +1.3% |
| 6M | -6.3% | -23.8% | +17.5% | -3.1% |
| YTD | +36.5% | -10.3% | +46.8% | +41.7% |
| 1Y | +46.2% | -22.9% | +69.1% | +56.1% |
| All | +46.2% | -21.2% | +67.5% | +56.1% |
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 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