+113.0%
SM vs SHAK
-27.4%
+140.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | +2.1% | -11.0% | +13.1% | +4.1% |
| 30D | +18.1% | -14.0% | +32.2% | +21.0% |
| 3M | +17.0% | +13.3% | +3.7% | +13.0% |
| 6M | +55.4% | -35.3% | +90.7% | +63.4% |
| YTD | +108.6% | -24.0% | +132.5% | +109.6% |
| 1Y | +45.7% | -36.7% | +82.4% | +52.2% |
| 3Y | -0.3% | -5.4% | +5.0% | -9.0% |
| 5Y | +113.0% | -24.9% | +137.9% | +94.5% |
| All | +113.0% | -27.4% | +140.5% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling