+43.8%
SO vs SHAK
-3.6%
+47.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.7% |
| 7D | 0.0% | -7.2% | +7.2% | +0.1% |
| 30D | -2.5% | -11.8% | +9.3% | -2.4% |
| 3M | -4.2% | +17.2% | -21.3% | -4.3% |
| 6M | -7.7% | -34.1% | +26.5% | -7.4% |
| YTD | +3.8% | -22.4% | +26.2% | +3.9% |
| 1Y | +0.1% | -35.9% | +36.0% | +0.3% |
| All | +43.8% | -3.6% | +47.4% | +36.5% |
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