-53.0%
SWKS vs SHAK
-18.7%
-34.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +12.5% | -0.7% | +13.2% | +12.7% |
| 30D | +10.5% | -6.6% | +17.1% | +12.3% |
| 3M | -7.4% | +30.1% | -37.5% | -14.2% |
| 6M | +32.7% | -28.7% | +61.4% | +40.8% |
| YTD | +19.2% | -14.5% | +33.7% | +18.9% |
| 1Y | +2.4% | -31.9% | +34.3% | +9.0% |
| 3Y | -25.6% | -1.0% | -24.7% | -33.9% |
| All | -53.0% | -18.7% | -34.3% | -59.9% |
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 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