+2,283.4%
SMH vs SHAK
+31.3%
+2,252.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.4% | -2.0% |
| 7D | +1.4% | -11.0% | +12.4% | +4.0% |
| 30D | -2.2% | -14.0% | +11.8% | +1.0% |
| 3M | -1.9% | +13.3% | -15.1% | -5.6% |
| 6M | +41.0% | -35.3% | +76.3% | +51.7% |
| YTD | +55.6% | -24.0% | +79.6% | +60.5% |
| 1Y | +86.8% | -36.7% | +123.5% | +100.2% |
| 3Y | +277.7% | -5.4% | +283.0% | +254.9% |
| 5Y | +324.2% | -24.9% | +349.1% | +301.7% |
| 10Y | +1,828.6% | +79.6% | +1,749.0% | +1,360.2% |
| All | +2,283.4% | +31.3% | +2,252.1% | +1,689.1% |
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 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