+72.5%
SMR vs SHAK
-5.6%
+78.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -4.7% |
| 7D | +4.7% | -11.0% | +15.7% | +9.5% |
| 30D | +3.2% | -14.0% | +17.3% | +9.4% |
| 3M | +9.9% | +13.3% | -3.3% | +2.4% |
| 6M | -15.1% | -35.3% | +20.2% | -2.2% |
| YTD | -27.9% | -24.0% | -4.0% | -23.3% |
| 1Y | -70.2% | -36.7% | -33.5% | -65.5% |
| All | +72.5% | -5.6% | +78.1% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling