-3.4%
SLB vs SHAK
+47.7%
-51.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | +15.8% | -6.6% | +22.5% | +17.2% |
| 3M | -0.3% | +30.1% | -30.4% | -6.2% |
| 6M | +21.3% | -28.7% | +50.1% | +27.1% |
| YTD | +52.3% | -14.5% | +66.8% | +52.8% |
| 1Y | +63.6% | -31.9% | +95.5% | +71.2% |
| 3Y | +3.8% | -1.0% | +4.7% | -4.5% |
| 5Y | +128.6% | -18.7% | +147.3% | +108.1% |
| 10Y | -3.1% | +98.1% | -101.2% | -30.7% |
| All | -3.4% | +47.7% | -51.0% | -28.7% |
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