+182.3%
SW vs SHAK
+105.4%
+76.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -2.6% | +3.0% | -5.6% | -3.0% |
| 30D | +7.2% | +8.2% | -1.0% | +6.1% |
| 3M | -10.5% | +4.6% | -15.0% | -11.1% |
| 6M | +9.9% | +16.3% | -6.5% | +7.3% |
| YTD | +17.2% | -7.6% | +24.8% | +16.6% |
| 1Y | +26.5% | -18.7% | +45.2% | +27.5% |
| 3Y | +47.7% | +36.4% | +11.3% | +41.3% |
| 5Y | +0.2% | -10.5% | +10.7% | -3.0% |
| 10Y | +182.3% | +99.0% | +83.3% | +155.8% |
| All | +182.3% | +105.4% | +76.9% | +155.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling