+293.4%
SN vs SHAK
-18.8%
+312.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.3% |
| 7D | -7.2% | -11.0% | +3.8% | -3.8% |
| 30D | -13.4% | -14.0% | +0.7% | -9.3% |
| 3M | +26.8% | +13.3% | +13.5% | +21.5% |
| 6M | +44.6% | -35.3% | +79.9% | +61.3% |
| YTD | +45.3% | -24.0% | +69.3% | +52.8% |
| 1Y | +40.1% | -36.7% | +76.8% | +55.3% |
| 3Y | +375.3% | -5.4% | +380.7% | +359.1% |
| All | +293.4% | -18.8% | +312.2% | +262.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling