+40.5%
SWK vs SHAK
+47.7%
-7.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.9% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | -5.7% | -6.6% | +0.9% | -4.2% |
| 3M | +24.1% | +30.1% | -6.0% | +15.8% |
| 6M | +24.7% | -28.7% | +53.5% | +32.2% |
| YTD | +33.9% | -14.5% | +48.4% | +35.4% |
| 1Y | +34.7% | -31.9% | +66.6% | +43.4% |
| 3Y | +15.3% | -1.0% | +16.2% | +8.0% |
| 5Y | -39.3% | -18.7% | -20.6% | -43.5% |
| 10Y | +2.5% | +98.1% | -95.6% | -27.0% |
| All | +40.5% | +47.7% | -7.2% | 0.0% |
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