+51.0%
SWKS vs SHAK
+91.5%
-40.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.9% | +3.5% |
| 7D | +10.9% | +4.1% | +6.8% | +9.6% |
| 30D | +17.6% | +2.3% | +15.3% | +16.5% |
| 3M | +29.2% | -0.2% | +29.5% | +27.8% |
| 6M | +37.0% | +10.1% | +26.9% | +30.0% |
| YTD | +44.9% | -10.5% | +55.4% | +41.4% |
| 1Y | +33.8% | -22.4% | +56.2% | +35.8% |
| 3Y | +10.2% | +32.1% | -21.9% | -9.7% |
| 5Y | -37.0% | -14.0% | -23.0% | -44.4% |
| All | +51.0% | +91.5% | -40.5% | -11.9% |
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