+93.3%
SNOW vs SHAK
-2.6%
+96.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.8% |
| 7D | -2.4% | -8.3% | +5.9% | -0.8% |
| 30D | -1.0% | -12.6% | +11.7% | +1.6% |
| 3M | +36.9% | +9.1% | +27.7% | +33.9% |
| 6M | +83.4% | -31.2% | +114.6% | +91.2% |
| YTD | +50.0% | -21.6% | +71.6% | +49.3% |
| 1Y | +46.5% | -38.8% | +85.3% | +56.8% |
| 3Y | +93.3% | +0.6% | +92.7% | +71.3% |
| All | +93.3% | -2.6% | +96.0% | +71.3% |
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