-43.6%
SWKS vs SHAK
-19.2%
-24.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +0.5% |
| 7D | -6.2% | +2.0% | -8.2% | -6.7% |
| 30D | -1.5% | +12.0% | -13.5% | -4.6% |
| 3M | +23.0% | +2.3% | +20.6% | +21.1% |
| 6M | +27.6% | -25.5% | +53.1% | +33.7% |
| YTD | +32.3% | -11.4% | +43.7% | +29.6% |
| 1Y | +20.1% | -21.8% | +41.9% | +22.1% |
| 3Y | +0.6% | +25.8% | -25.2% | -19.7% |
| All | -43.6% | -19.2% | -24.4% | -52.6% |
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