+740.1%
TEAM vs SHAK
+53.2%
+686.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -4.1% | -6.1% |
| 7D | -5.7% | -0.3% | -5.3% | -5.5% |
| 30D | +18.3% | -5.2% | +23.6% | +20.1% |
| 3M | +80.2% | +27.3% | +53.0% | +67.7% |
| 6M | +111.0% | -27.9% | +138.9% | +124.0% |
| YTD | +8.8% | -17.0% | +25.8% | +9.9% |
| 1Y | +2.2% | -30.9% | +33.1% | +8.8% |
| 3Y | -14.6% | +3.4% | -18.0% | -24.1% |
| 5Y | -53.8% | -20.5% | -33.3% | -57.7% |
| 10Y | +475.2% | +88.3% | +387.0% | +289.0% |
| All | +740.1% | +53.2% | +686.9% | +442.4% |
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 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