+240.3%
TECH vs SHAK
+59.5%
+180.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.4% |
| 7D | +0.1% | +4.3% | -4.2% | -0.6% |
| 30D | +0.5% | +9.0% | -8.5% | -1.0% |
| 3M | +1.1% | +1.8% | -0.7% | +0.3% |
| 6M | +62.8% | +17.3% | +45.5% | +57.1% |
| YTD | +24.5% | -7.6% | +32.1% | +22.9% |
| 1Y | +20.6% | -16.9% | +37.6% | +21.0% |
| 3Y | +29.5% | +35.1% | -5.6% | +18.7% |
| 5Y | -40.9% | -11.3% | -29.7% | -44.5% |
| 10Y | +189.5% | +98.8% | +90.7% | +136.9% |
| All | +240.3% | +59.5% | +180.8% | +182.7% |
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