-5.9%
SM vs SHAK
+36.4%
-42.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.4% |
| 7D | +9.4% | +4.3% | +5.1% | +8.8% |
| 30D | -14.4% | +9.0% | -23.4% | -15.3% |
| 3M | +1.6% | +1.8% | -0.3% | +1.0% |
| 6M | +6.3% | +17.3% | -11.0% | +3.3% |
| YTD | +78.8% | -7.6% | +86.4% | +73.6% |
| 1Y | +83.1% | -16.9% | +100.1% | +82.5% |
| 3Y | -5.9% | +35.1% | -41.0% | -17.1% |
| All | -5.9% | +36.4% | -42.3% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling