+811.9%
SNPS vs SHAK
+43.4%
+768.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | -5.8% | -5.2% | -0.5% | -4.9% |
| 3M | -17.2% | +27.3% | -44.5% | -21.6% |
| 6M | -10.4% | -27.9% | +17.5% | -6.5% |
| YTD | -16.5% | -17.0% | +0.4% | -15.7% |
| 1Y | -35.6% | -30.9% | -4.7% | -32.6% |
| 3Y | -14.6% | +3.4% | -18.0% | -19.9% |
| 5Y | +16.5% | -20.5% | +37.0% | +10.0% |
| 10Y | +556.6% | +88.3% | +468.3% | +417.4% |
| All | +811.9% | +43.4% | +768.5% | +615.6% |
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