-29.9%
SWK vs SHAK
-12.1%
-17.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | -0.6% |
| 7D | -1.4% | +4.3% | -5.7% | -2.5% |
| 30D | +25.5% | +9.0% | +16.4% | +22.5% |
| 3M | +11.8% | +1.8% | +10.0% | +10.8% |
| 6M | +48.7% | +17.3% | +31.4% | +40.6% |
| YTD | +57.2% | -7.6% | +64.8% | +54.8% |
| 1Y | +75.3% | -16.9% | +92.2% | +77.4% |
| 3Y | +51.9% | +35.1% | +16.9% | +28.4% |
| All | -29.9% | -12.1% | -17.8% | -37.7% |
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