+26.6%
SWKS vs SHAK
+64.1%
-37.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.3% | -6.5% | -1.0% |
| 7D | -2.7% | +6.5% | -9.2% | -4.3% |
| 30D | +8.5% | +15.3% | -6.8% | +4.6% |
| 3M | +17.3% | +8.5% | +8.8% | +13.9% |
| 6M | +25.1% | +10.0% | +15.1% | +19.3% |
| YTD | +33.3% | -5.0% | +38.3% | +28.8% |
| 1Y | +22.9% | -15.3% | +38.2% | +22.0% |
| 3Y | +5.5% | +40.7% | -35.1% | -12.1% |
| 5Y | -41.9% | -7.9% | -34.0% | -48.4% |
| 10Y | +32.4% | +132.0% | -99.5% | -14.0% |
| All | +26.6% | +64.1% | -37.6% | -16.9% |
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 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