+169.1%
SW vs SHAK
+53.0%
+116.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.2% |
| 7D | +2.3% | +2.0% | +0.3% | +2.1% |
| 30D | +6.8% | +12.0% | -5.2% | +5.5% |
| 3M | -5.2% | +2.3% | -7.5% | -5.6% |
| 6M | +7.4% | -25.5% | +32.9% | +9.4% |
| YTD | +17.4% | -11.4% | +28.8% | +17.5% |
| 1Y | +27.1% | -21.8% | +48.9% | +28.5% |
| 3Y | +47.9% | +25.8% | +22.0% | +43.5% |
| 5Y | -2.6% | -21.0% | +18.4% | -4.4% |
| 10Y | +182.7% | +126.4% | +56.3% | +158.1% |
| All | +169.1% | +53.0% | +116.1% | +145.0% |
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