+328.0%
SN vs SHAK
-3.6%
+331.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -1.2% |
| 7D | -3.4% | -7.2% | +3.8% | -1.0% |
| 30D | -9.1% | -11.8% | +2.8% | -5.4% |
| 3M | +31.8% | +17.2% | +14.6% | +24.5% |
| 6M | +52.0% | -34.1% | +86.2% | +69.5% |
| YTD | +51.3% | -22.4% | +73.7% | +58.1% |
| 1Y | +46.9% | -35.9% | +82.8% | +62.9% |
| All | +328.0% | -3.6% | +331.6% | +307.8% |
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