+450.0%
SN vs SHAK
+36.4%
+413.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.3% | +1.8% |
| 7D | +1.5% | +4.3% | -2.8% | +0.1% |
| 30D | +21.5% | +9.0% | +12.5% | +18.0% |
| 3M | +20.0% | +1.8% | +18.2% | +18.6% |
| 6M | +119.9% | +17.3% | +102.6% | +105.3% |
| YTD | +102.3% | -7.6% | +109.9% | +98.8% |
| 1Y | +148.0% | -16.9% | +164.9% | +152.1% |
| 3Y | +450.0% | +35.1% | +415.0% | +403.8% |
| All | +450.0% | +36.4% | +413.6% | +403.8% |
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