-13.2%
SLB vs SHAK
+59.5%
-72.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.9% |
| 7D | +3.5% | +4.3% | -0.8% | +2.6% |
| 30D | +6.5% | +9.0% | -2.5% | +4.4% |
| 3M | -0.2% | +1.8% | -2.1% | -1.2% |
| 6M | -5.7% | +17.3% | -23.0% | -10.2% |
| YTD | +36.8% | -7.6% | +44.5% | +34.5% |
| 1Y | +45.8% | -16.9% | +62.7% | +46.2% |
| 3Y | +3.4% | +35.1% | -31.7% | -11.3% |
| 5Y | +76.1% | -11.3% | +87.4% | +57.9% |
| 10Y | -13.0% | +98.8% | -111.9% | -38.7% |
| All | -13.2% | +59.5% | -72.7% | -37.3% |
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