+183.7%
TECH vs SHAK
+87.2%
+96.5%
-67.2%
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% | -0.5% |
| 7D | -0.4% | -8.3% | +7.9% | +1.1% |
| 30D | 0.0% | -12.6% | +12.6% | +2.3% |
| 3M | +33.7% | +9.1% | +24.5% | +30.8% |
| 6M | +34.9% | -31.2% | +66.1% | +41.2% |
| YTD | +23.2% | -21.6% | +44.7% | +25.5% |
| 1Y | +36.3% | -38.8% | +75.1% | +45.3% |
| 3Y | +2.3% | +0.6% | +1.7% | -3.0% |
| 5Y | -42.9% | -22.5% | -20.4% | -45.8% |
| All | +183.7% | +87.2% | +96.5% | +111.2% |
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