+46.0%
SM vs SHAK
-34.9%
+80.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | +0.3% |
| 7D | +4.6% | -8.3% | +12.8% | +3.1% |
| 30D | +18.2% | -12.6% | +30.9% | +15.7% |
| 3M | +22.5% | +9.1% | +13.4% | +25.1% |
| 6M | +50.6% | -31.2% | +81.8% | +47.5% |
| YTD | +108.1% | -21.6% | +129.7% | +105.2% |
| 1Y | +46.0% | -38.8% | +84.8% | +32.9% |
| All | +46.0% | -34.9% | +80.9% | +32.9% |
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