+319.5%
SN vs SHAK
-8.7%
+328.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | -9.3% | -0.7% | -8.6% | -9.1% |
| 30D | -4.8% | -6.6% | +1.8% | -2.9% |
| 3M | +40.4% | +30.1% | +10.4% | +28.9% |
| 6M | +50.9% | -28.7% | +79.7% | +63.4% |
| YTD | +54.9% | -14.5% | +69.4% | +57.0% |
| 1Y | +43.0% | -31.9% | +74.9% | +55.2% |
| 3Y | +391.8% | -1.0% | +392.8% | +350.7% |
| All | +319.5% | -8.7% | +328.2% | +272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling