+201.7%
SO vs SHAK
+59.5%
+142.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +1.0% |
| 7D | +1.4% | +4.3% | -2.9% | +1.1% |
| 30D | +4.7% | +9.0% | -4.3% | +4.1% |
| 3M | +1.7% | +1.8% | -0.1% | +1.4% |
| 6M | +2.2% | +17.3% | -15.2% | +0.7% |
| YTD | +10.0% | -7.6% | +17.6% | +9.3% |
| 1Y | +6.0% | -16.9% | +23.0% | +6.2% |
| 3Y | +54.1% | +35.1% | +19.1% | +45.1% |
| 5Y | +79.6% | -11.3% | +90.9% | +71.6% |
| 10Y | +195.5% | +98.8% | +96.7% | +151.8% |
| All | +201.7% | +59.5% | +142.1% | +145.9% |
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