-5.3%
SYK vs SHAK
-21.2%
+15.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.8% | +5.5% | +8.9% |
| 7D | +11.7% | +8.3% | +3.4% | +10.7% |
| 30D | +19.1% | +16.7% | +2.4% | +17.0% |
| 3M | +1.4% | +10.0% | -8.5% | +0.2% |
| 6M | +17.4% | -23.8% | +41.3% | +18.1% |
| YTD | -2.5% | -10.3% | +7.8% | -3.8% |
| 1Y | -5.3% | -22.9% | +17.6% | -5.7% |
| All | -5.3% | -21.2% | +15.9% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling