+238.2%
TECH vs SHAK
+47.7%
+190.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +0.7% | -6.6% | +7.3% | +1.7% |
| 3M | +36.3% | +30.1% | +6.3% | +30.2% |
| 6M | +25.6% | -28.7% | +54.3% | +30.1% |
| YTD | +23.7% | -14.5% | +38.2% | +24.2% |
| 1Y | +37.6% | -31.9% | +69.5% | +43.0% |
| 3Y | -6.6% | -1.0% | -5.6% | -10.2% |
| 5Y | -42.2% | -18.7% | -23.5% | -45.0% |
| 10Y | +187.6% | +98.1% | +89.5% | +138.1% |
| All | +238.2% | +47.7% | +190.6% | +185.6% |
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