+223.4%
SSNC vs SHAK
+34.1%
+189.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.2% |
| 7D | -3.9% | -7.2% | +3.3% | -2.6% |
| 30D | -0.2% | -11.8% | +11.6% | +2.0% |
| 3M | +15.9% | +17.2% | -1.2% | +12.2% |
| 6M | +7.5% | -34.1% | +41.6% | +13.3% |
| YTD | -8.2% | -22.4% | +14.2% | -6.4% |
| 1Y | -9.3% | -35.9% | +26.6% | -4.6% |
| 3Y | +48.5% | -3.4% | +51.8% | +38.7% |
| 5Y | +16.0% | -25.4% | +41.4% | +9.0% |
| 10Y | +169.2% | +83.4% | +85.7% | +99.8% |
| All | +223.4% | +34.1% | +189.4% | +138.1% |
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