-7.5%
T vs SHAK
-34.9%
+27.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +1.9% |
| 7D | +1.5% | -8.3% | +9.8% | +1.7% |
| 30D | +7.5% | -12.6% | +20.1% | +7.8% |
| 3M | +14.8% | +9.1% | +5.7% | +14.3% |
| 6M | -1.7% | -31.2% | +29.5% | -2.1% |
| YTD | +8.7% | -21.6% | +30.3% | +7.6% |
| 1Y | -7.5% | -38.8% | +31.3% | -8.4% |
| All | -7.5% | -34.9% | +27.4% | -8.4% |
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