+5.0%
SYK vs SHAK
-25.1%
+30.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.6% |
| 7D | -12.3% | -11.0% | -1.4% | -10.6% |
| 30D | -22.4% | -14.0% | -8.4% | -20.4% |
| 3M | -12.3% | +13.3% | -25.6% | -14.5% |
| 6M | -24.3% | -35.3% | +11.0% | -19.9% |
| YTD | -22.8% | -24.0% | +1.2% | -20.9% |
| 1Y | -28.8% | -36.7% | +7.9% | -24.9% |
| 3Y | -4.0% | -5.4% | +1.4% | -11.4% |
| All | +5.0% | -25.1% | +30.2% | -2.0% |
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