-9.6%
SSNC vs SHAK
-34.9%
+25.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | +1.4% |
| 7D | -4.0% | -8.3% | +4.2% | -3.3% |
| 30D | +0.5% | -12.6% | +13.2% | +1.6% |
| 3M | +18.9% | +9.1% | +9.8% | +17.7% |
| 6M | +10.8% | -31.2% | +42.1% | +12.2% |
| YTD | -7.1% | -21.6% | +14.4% | -7.8% |
| 1Y | -9.6% | -38.8% | +29.2% | -5.8% |
| All | -9.6% | -34.9% | +25.3% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling