+530.2%
TECK vs SHAK
+34.1%
+496.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -0.7% |
| 7D | +4.9% | -7.2% | +12.1% | +6.8% |
| 30D | +5.2% | -11.8% | +17.0% | +8.4% |
| 3M | +13.8% | +17.2% | -3.4% | +8.7% |
| 6M | +38.5% | -34.1% | +72.6% | +49.7% |
| YTD | +47.3% | -22.4% | +69.7% | +52.3% |
| 1Y | +81.0% | -35.9% | +116.9% | +95.4% |
| 3Y | +79.9% | -3.4% | +83.2% | +68.1% |
| 5Y | +207.9% | -25.4% | +233.3% | +188.5% |
| 10Y | +389.5% | +83.4% | +306.0% | +208.8% |
| All | +530.2% | +34.1% | +496.1% | +306.8% |
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