+33.8%
SM vs SHAK
-34.0%
+67.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -0.5% | -0.7% | +0.2% | -0.6% |
| 30D | +25.6% | -6.6% | +32.2% | +24.3% |
| 3M | +8.0% | +30.1% | -22.0% | +13.1% |
| 6M | +50.8% | -28.7% | +79.5% | +49.9% |
| YTD | +97.9% | -14.5% | +112.4% | +97.6% |
| 1Y | +33.8% | -31.9% | +65.7% | +27.7% |
| All | +33.8% | -34.0% | +67.8% | +27.7% |
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 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