-16.4%
SWKS vs SHAK
+1.3%
-17.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +2.4% |
| 7D | +11.8% | -0.3% | +12.1% | +11.9% |
| 30D | +6.7% | -5.2% | +12.0% | +7.8% |
| 3M | 0.0% | +27.3% | -27.3% | -5.5% |
| 6M | +38.7% | -27.9% | +66.6% | +45.7% |
| YTD | +21.4% | -17.0% | +38.3% | +21.8% |
| 1Y | +2.9% | -30.9% | +33.8% | +8.4% |
| 3Y | -16.4% | +3.4% | -19.8% | -23.9% |
| All | -16.4% | +1.3% | -17.7% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling