+28.9%
SYY vs SHAK
-2.6%
+31.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.9% |
| 7D | +3.9% | -8.3% | +12.2% | +4.4% |
| 30D | -1.7% | -12.6% | +10.9% | -1.0% |
| 3M | +5.2% | +9.1% | -3.9% | +4.5% |
| 6M | -0.2% | -31.2% | +31.1% | +1.3% |
| YTD | +15.4% | -21.6% | +37.0% | +15.9% |
| 1Y | +5.6% | -38.8% | +44.4% | +7.7% |
| 3Y | +28.9% | +0.6% | +28.3% | +22.2% |
| All | +28.9% | -2.6% | +31.5% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling