+14.6%
SM vs SHAK
+43.4%
-28.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +4.7% |
| 7D | -0.2% | -0.3% | +0.2% | -0.1% |
| 30D | +31.5% | -5.2% | +36.8% | +33.8% |
| 3M | +17.3% | +27.3% | -9.9% | +4.5% |
| 6M | +48.5% | -27.9% | +76.4% | +56.0% |
| YTD | +106.3% | -17.0% | +123.2% | +102.2% |
| 1Y | +47.3% | -30.9% | +78.2% | +53.7% |
| 3Y | -1.4% | +3.4% | -4.8% | -21.7% |
| 5Y | +114.0% | -20.5% | +134.5% | +71.5% |
| 10Y | +12.5% | +88.3% | -75.8% | -38.9% |
| All | +14.6% | +43.4% | -28.8% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling