+309.7%
SN vs SHAK
-17.1%
+326.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -1.3% |
| 7D | -3.4% | -7.2% | +3.8% | -1.1% |
| 30D | -9.1% | -11.8% | +2.8% | -5.6% |
| 3M | +31.8% | +17.2% | +14.6% | +24.9% |
| 6M | +52.0% | -34.1% | +86.2% | +68.6% |
| YTD | +51.3% | -22.4% | +73.7% | +58.0% |
| 1Y | +46.9% | -35.9% | +82.8% | +62.2% |
| 3Y | +394.9% | -3.4% | +398.3% | +374.8% |
| All | +309.7% | -17.1% | +326.7% | +274.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling