+158.9%
SN vs SHAK
-21.2%
+180.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.8% | +0.3% | +3.1% |
| 7D | +10.6% | +8.3% | +2.3% | +8.4% |
| 30D | +20.0% | +16.7% | +3.3% | +15.2% |
| 3M | +30.4% | +10.0% | +20.4% | +26.6% |
| 6M | +91.0% | -23.8% | +114.8% | +97.9% |
| YTD | +95.9% | -10.3% | +106.2% | +96.9% |
| 1Y | +158.9% | -22.9% | +181.8% | +172.0% |
| All | +158.9% | -21.2% | +180.1% | +172.0% |
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