+50.6%
SNY vs SHAK
+35.4%
+15.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.1% |
| 7D | -3.3% | -8.3% | +5.0% | -2.7% |
| 30D | -2.2% | -12.6% | +10.5% | -1.2% |
| 3M | -3.0% | +9.1% | -12.2% | -3.8% |
| 6M | +2.7% | -31.2% | +34.0% | +4.8% |
| YTD | -6.8% | -21.6% | +14.7% | -6.0% |
| 1Y | -5.3% | -38.8% | +33.5% | -2.8% |
| 3Y | -9.8% | +0.6% | -10.4% | -12.3% |
| 5Y | +9.7% | -22.5% | +32.2% | +6.6% |
| 10Y | +64.5% | +85.3% | -20.8% | +41.0% |
| All | +50.6% | +35.4% | +15.2% | +30.4% |
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