+153.7%
SUI vs SHAK
+47.7%
+106.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -2.8% | -0.7% | -2.1% | -2.8% |
| 30D | -1.2% | -6.6% | +5.5% | -0.4% |
| 3M | -1.7% | +30.1% | -31.8% | -5.0% |
| 6M | -10.5% | -28.7% | +18.3% | -8.1% |
| YTD | -1.8% | -14.5% | +12.7% | -1.6% |
| 1Y | -4.1% | -31.9% | +27.8% | -1.4% |
| 3Y | +11.3% | -1.0% | +12.2% | +5.9% |
| 5Y | -32.1% | -18.7% | -13.4% | -35.9% |
| 10Y | +110.4% | +98.1% | +12.3% | +73.1% |
| All | +153.7% | +47.7% | +106.0% | +107.0% |
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