+78.7%
SO vs SHAK
-12.1%
+90.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +1.1% |
| 7D | +1.4% | +4.3% | -2.9% | +1.3% |
| 30D | +4.7% | +9.0% | -4.3% | +4.5% |
| 3M | +1.7% | +1.8% | -0.1% | +1.6% |
| 6M | +2.2% | +17.3% | -15.2% | +1.7% |
| YTD | +10.0% | -7.6% | +17.6% | +9.7% |
| 1Y | +6.0% | -16.9% | +23.0% | +6.1% |
| 3Y | +54.1% | +35.1% | +19.1% | +49.2% |
| All | +78.7% | -12.1% | +90.8% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling