+437.3%
SONY vs SHAK
+31.3%
+406.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | -5.8% | -11.0% | +5.2% | -4.1% |
| 30D | -0.4% | -14.0% | +13.6% | +1.9% |
| 3M | +13.3% | +13.3% | 0.0% | +10.6% |
| 6M | +8.5% | -35.3% | +43.8% | +14.3% |
| YTD | -8.1% | -24.0% | +15.9% | -5.9% |
| 1Y | -17.9% | -36.7% | +18.8% | -13.7% |
| 3Y | +41.4% | -5.4% | +46.8% | +34.3% |
| 5Y | +9.3% | -24.9% | +34.2% | +3.8% |
| 10Y | +283.0% | +79.6% | +203.4% | +196.1% |
| All | +437.3% | +31.3% | +406.0% | +326.0% |
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