-2.6%
SW vs SHAK
-19.2%
+16.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.5% |
| 7D | +2.3% | +2.0% | +0.3% | +1.9% |
| 30D | +6.8% | +12.0% | -5.2% | +4.5% |
| 3M | -5.2% | +2.3% | -7.5% | -5.9% |
| 6M | +7.4% | -25.5% | +32.9% | +11.1% |
| YTD | +17.4% | -11.4% | +28.8% | +17.2% |
| 1Y | +27.1% | -21.8% | +48.9% | +29.5% |
| 3Y | +47.9% | +25.8% | +22.0% | +38.6% |
| All | -2.6% | -19.2% | +16.7% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling