-5.9%
SLB vs SHAK
+81.5%
-87.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.4% |
| 7D | -2.4% | -11.0% | +8.5% | +0.1% |
| 30D | +4.9% | -14.0% | +18.9% | +8.3% |
| 3M | +1.4% | +13.3% | -11.8% | -2.4% |
| 6M | +17.6% | -35.3% | +53.0% | +26.6% |
| YTD | +48.3% | -24.0% | +72.3% | +52.7% |
| 1Y | +58.7% | -36.7% | +95.4% | +69.5% |
| 3Y | +0.6% | -5.4% | +5.9% | -8.8% |
| 5Y | +133.6% | -24.9% | +158.5% | +110.8% |
| All | -5.9% | +81.5% | -87.4% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling