+181.7%
SYY vs SHAK
+34.1%
+147.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.5% | +8.7% | +3.4% |
| 7D | -0.2% | -7.2% | +7.0% | +1.1% |
| 30D | -2.7% | -11.8% | +9.1% | -0.6% |
| 3M | +5.9% | +17.2% | -11.3% | +2.2% |
| 6M | -2.3% | -34.1% | +31.8% | +3.3% |
| YTD | +13.1% | -22.4% | +35.5% | +15.2% |
| 1Y | +3.8% | -35.9% | +39.7% | +9.2% |
| 3Y | +26.7% | -3.4% | +30.1% | +15.1% |
| 5Y | +19.4% | -25.4% | +44.8% | +9.4% |
| 10Y | +112.0% | +83.4% | +28.5% | +58.2% |
| All | +181.7% | +34.1% | +147.6% | +110.8% |
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