+572.5%
SNPS vs SHAK
+87.2%
+485.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.6% |
| 7D | +0.9% | -8.3% | +9.2% | +2.8% |
| 30D | -3.6% | -12.6% | +9.0% | -0.9% |
| 3M | -12.9% | +9.1% | -22.0% | -15.3% |
| 6M | -8.2% | -31.2% | +23.0% | -2.7% |
| YTD | -15.4% | -21.6% | +6.2% | -13.5% |
| 1Y | -9.3% | -38.8% | +29.5% | -2.1% |
| 3Y | -14.0% | +0.6% | -14.6% | -20.3% |
| 5Y | +19.5% | -22.5% | +42.0% | +11.7% |
| All | +572.5% | +87.2% | +485.3% | +395.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling