+57.8%
SO vs SHAK
-22.8%
+80.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | -0.7% |
| 7D | -1.1% | -8.3% | +7.2% | -0.9% |
| 30D | -5.0% | -12.6% | +7.6% | -4.7% |
| 3M | -5.8% | +9.1% | -14.9% | -6.0% |
| 6M | -7.9% | -31.2% | +23.3% | -7.3% |
| YTD | +2.4% | -21.6% | +24.0% | +2.6% |
| 1Y | -2.3% | -38.8% | +36.5% | -1.4% |
| 3Y | +41.9% | +0.6% | +41.3% | +38.7% |
| All | +57.8% | -22.8% | +80.6% | +49.3% |
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