+247.0%
SU vs SHAK
+35.4%
+211.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.6% |
| 7D | +2.2% | -8.3% | +10.5% | +3.5% |
| 30D | +8.4% | -12.6% | +21.1% | +10.6% |
| 3M | +12.1% | +9.1% | +3.0% | +9.8% |
| 6M | +19.7% | -31.2% | +50.9% | +24.3% |
| YTD | +58.4% | -21.6% | +80.0% | +60.1% |
| 1Y | +67.2% | -38.8% | +106.0% | +75.8% |
| 3Y | +125.0% | +0.6% | +124.4% | +106.0% |
| 5Y | +355.1% | -22.5% | +377.6% | +318.0% |
| 10Y | +263.7% | +85.3% | +178.4% | +171.0% |
| All | +247.0% | +35.4% | +211.6% | +165.7% |
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