-75.5%
SMR vs SHAK
-34.9%
-40.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.2% | -18.8% | -16.4% |
| 7D | -11.2% | -8.3% | -3.0% | -9.4% |
| 30D | -10.2% | -12.6% | +2.4% | -7.2% |
| 3M | -10.0% | +9.1% | -19.2% | -13.3% |
| 6M | -30.5% | -31.2% | +0.8% | -22.7% |
| YTD | -39.2% | -21.6% | -17.7% | -37.4% |
| 1Y | -75.5% | -38.8% | -36.7% | -65.7% |
| All | -75.5% | -34.9% | -40.7% | -65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling