+179.5%
SW vs SHAK
+91.5%
+88.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.6% |
| 7D | -3.0% | +4.1% | -7.1% | -3.5% |
| 30D | +4.2% | +2.3% | +1.9% | +3.8% |
| 3M | -11.5% | -0.2% | -11.3% | -11.7% |
| 6M | +8.6% | +10.1% | -1.5% | +6.7% |
| YTD | +15.0% | -10.5% | +25.4% | +14.8% |
| 1Y | +25.7% | -22.4% | +48.1% | +27.4% |
| 3Y | +44.8% | +32.1% | +12.7% | +39.0% |
| 5Y | -1.7% | -14.0% | +12.2% | -4.5% |
| All | +179.5% | +91.5% | +88.0% | +155.6% |
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