-52.7%
TEAM vs SHAK
-27.4%
-25.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.9% |
| 7D | -7.8% | -11.0% | +3.2% | -3.4% |
| 30D | +16.5% | -14.0% | +30.6% | +23.5% |
| 3M | +96.2% | +13.3% | +82.9% | +85.4% |
| 6M | +130.2% | -35.3% | +165.5% | +160.2% |
| YTD | +10.7% | -24.0% | +34.7% | +14.8% |
| 1Y | +3.0% | -36.7% | +39.7% | +15.4% |
| 3Y | -13.1% | -5.4% | -7.7% | -32.3% |
| 5Y | -52.7% | -24.9% | -27.8% | -62.9% |
| All | -52.7% | -27.4% | -25.3% | -62.9% |
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