+114.4%
SRE vs SHAK
+31.3%
+83.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | -0.7% | -11.0% | +10.3% | +0.5% |
| 30D | -1.7% | -14.0% | +12.3% | -0.3% |
| 3M | -7.1% | +13.3% | -20.3% | -8.7% |
| 6M | -8.4% | -35.3% | +27.0% | -5.2% |
| YTD | -3.5% | -24.0% | +20.5% | -2.2% |
| 1Y | +5.4% | -36.7% | +42.1% | +8.8% |
| 3Y | +29.5% | -5.4% | +34.9% | +24.9% |
| 5Y | +48.3% | -24.9% | +73.2% | +42.4% |
| 10Y | +123.5% | +79.6% | +43.8% | +88.3% |
| All | +114.4% | +31.3% | +83.1% | +77.3% |
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 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