-41.8%
TECH vs SHAK
-25.9%
-15.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +1.4% |
| 7D | -0.1% | -7.2% | +7.1% | +1.6% |
| 30D | +0.3% | -11.8% | +12.1% | +3.1% |
| 3M | +32.9% | +17.2% | +15.8% | +27.0% |
| 6M | +32.1% | -34.1% | +66.2% | +41.4% |
| YTD | +23.4% | -22.4% | +45.8% | +26.2% |
| 1Y | +34.1% | -35.9% | +70.0% | +43.7% |
| 3Y | +2.2% | -3.4% | +5.5% | -6.1% |
| 5Y | -41.8% | -25.4% | -16.4% | -47.4% |
| All | -41.8% | -25.9% | -15.9% | -47.4% |
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 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