+25.6%
SWKS vs SHAK
+53.0%
-27.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 3M | +23.0% | +2.3% | +20.6% | +21.1% |
| 6M | +27.6% | -25.5% | +53.1% | +32.3% |
| YTD | +32.3% | -11.4% | +43.7% | +30.0% |
| 1Y | +20.1% | -21.8% | +41.9% | +21.6% |
| 3Y | +0.6% | +25.8% | -25.2% | -13.8% |
| 5Y | -42.3% | -21.0% | -21.3% | -47.0% |
| 10Y | +35.9% | +126.4% | -90.5% | -10.8% |
| All | +25.6% | +53.0% | -27.4% | -16.1% |
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