+327.2%
SMH vs SHAK
-22.8%
+350.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.6% |
| 7D | +0.3% | -8.3% | +8.6% | +2.5% |
| 30D | -2.8% | -12.6% | +9.9% | +0.6% |
| 3M | -6.7% | +9.1% | -15.8% | -10.1% |
| 6M | +41.8% | -31.2% | +73.0% | +52.5% |
| YTD | +57.9% | -21.6% | +79.5% | +62.1% |
| 1Y | +87.6% | -38.8% | +126.4% | +107.0% |
| 3Y | +282.9% | +0.6% | +282.3% | +236.1% |
| All | +327.2% | -22.8% | +350.0% | +276.8% |
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