+494.4%
TEAM vs SHAK
+87.2%
+407.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.9% |
| 7D | -5.2% | -8.3% | +3.1% | -2.8% |
| 30D | +15.8% | -12.6% | +28.4% | +20.2% |
| 3M | +101.5% | +9.1% | +92.3% | +96.0% |
| 6M | +138.2% | -31.2% | +169.4% | +156.1% |
| YTD | +10.8% | -21.6% | +32.4% | +13.7% |
| 1Y | +1.7% | -38.8% | +40.5% | +12.2% |
| 3Y | -16.0% | +0.6% | -16.7% | -25.0% |
| 5Y | -52.7% | -22.5% | -30.2% | -56.6% |
| All | +494.4% | +87.2% | +407.2% | +331.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling