+184.0%
SO vs SHAK
+47.7%
+136.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -4.6% | -6.6% | +2.1% | -4.2% |
| 3M | -3.0% | +30.1% | -33.1% | -4.9% |
| 6M | -8.3% | -28.7% | +20.5% | -6.9% |
| YTD | +3.5% | -14.5% | +18.0% | +3.6% |
| 1Y | -0.9% | -31.9% | +30.9% | +0.6% |
| 3Y | +45.4% | -1.0% | +46.3% | +40.3% |
| 5Y | +59.6% | -18.7% | +78.3% | +53.1% |
| 10Y | +156.6% | +98.1% | +58.5% | +120.0% |
| All | +184.0% | +47.7% | +136.3% | +133.0% |
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