+68.3%
T vs SHAK
-27.4%
+95.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.7% |
| 7D | -2.4% | -11.0% | +8.5% | -1.9% |
| 30D | +4.3% | -14.0% | +18.3% | +5.0% |
| 3M | +11.6% | +13.3% | -1.7% | +10.7% |
| 6M | -5.6% | -35.3% | +29.7% | -4.3% |
| YTD | +6.6% | -24.0% | +30.5% | +7.0% |
| 1Y | -8.4% | -36.7% | +28.3% | -7.2% |
| 3Y | +107.8% | -5.4% | +113.2% | +99.3% |
| 5Y | +68.3% | -24.9% | +93.2% | +58.3% |
| All | +68.3% | -27.4% | +95.7% | +58.3% |
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