+219.9%
SLV vs SHAK
+87.2%
+132.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.8% |
| 7D | -2.8% | -8.3% | +5.4% | -2.2% |
| 30D | -1.6% | -12.6% | +11.0% | -0.5% |
| 3M | -4.4% | +9.1% | -13.6% | -5.2% |
| 6M | -25.4% | -31.2% | +5.8% | -23.8% |
| YTD | -9.8% | -21.6% | +11.8% | -8.8% |
| 1Y | +53.8% | -38.8% | +92.6% | +58.2% |
| 3Y | +174.7% | +0.6% | +174.1% | +166.3% |
| 5Y | +164.3% | -22.5% | +186.8% | +156.0% |
| All | +219.9% | +87.2% | +132.7% | +182.0% |
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