+30.5%
SNOW vs SHAK
-12.8%
+43.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | +1.1% |
| 7D | +8.4% | -7.2% | +15.6% | +11.2% |
| 30D | -1.0% | -11.8% | +10.9% | +3.3% |
| 3M | +38.3% | +17.2% | +21.2% | +29.5% |
| 6M | +81.3% | -34.1% | +115.4% | +98.5% |
| YTD | +51.1% | -22.4% | +73.5% | +53.3% |
| 1Y | +47.0% | -35.9% | +82.9% | +60.1% |
| 3Y | +99.7% | -3.4% | +103.1% | +64.3% |
| 5Y | +3.6% | -25.4% | +29.0% | -14.9% |
| All | +30.5% | -12.8% | +43.3% | +8.8% |
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 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