+155.8%
SUI vs SHAK
+61.5%
+94.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +3.4% | +8.2% | -4.8% | +2.4% |
| 30D | +4.6% | +13.5% | -8.8% | +3.0% |
| 3M | +1.6% | +6.2% | -4.6% | +0.6% |
| 6M | -3.5% | +8.2% | -11.7% | -5.0% |
| YTD | -1.0% | -6.5% | +5.5% | -2.0% |
| 1Y | -1.7% | -19.2% | +17.5% | -1.1% |
| 3Y | +18.4% | +37.9% | -19.6% | +8.1% |
| 5Y | -26.3% | -9.5% | -16.9% | -31.2% |
| 10Y | +123.3% | +106.2% | +17.1% | +81.6% |
| All | +155.8% | +61.5% | +94.3% | +106.2% |
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