+7.5%
SMR vs SHAK
-15.6%
+23.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -1.3% |
| 7D | +13.1% | -7.2% | +20.3% | +15.6% |
| 30D | +17.8% | -11.8% | +29.6% | +22.3% |
| 3M | +8.1% | +17.2% | -9.1% | +1.3% |
| 6M | -11.1% | -34.1% | +23.0% | -1.3% |
| YTD | -23.7% | -22.4% | -1.3% | -19.9% |
| 1Y | -69.4% | -35.9% | -33.5% | -65.8% |
| 3Y | +82.6% | -3.4% | +86.0% | +86.0% |
| All | +7.5% | -15.6% | +23.0% | +1.3% |
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