+2.5%
SM vs SHAK
-3.6%
+6.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.3% |
| 7D | -0.2% | -7.2% | +7.0% | +0.5% |
| 30D | +20.3% | -11.8% | +32.1% | +21.8% |
| 3M | +22.9% | +17.2% | +5.8% | +19.4% |
| 6M | +47.8% | -34.1% | +82.0% | +53.8% |
| YTD | +107.5% | -22.4% | +129.8% | +106.3% |
| 1Y | +51.7% | -35.9% | +87.7% | +57.4% |
| All | +2.5% | -3.6% | +6.2% | -3.1% |
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