+199.9%
TER vs SHAK
-34.0%
+233.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.3% | +5.5% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | -8.3% | -6.6% | -1.6% | -6.9% |
| 3M | -12.2% | +30.1% | -42.3% | -19.0% |
| 6M | +17.1% | -28.7% | +45.8% | +31.4% |
| YTD | +84.7% | -14.5% | +99.2% | +96.5% |
| 1Y | +199.9% | -31.9% | +231.8% | +240.1% |
| All | +199.9% | -34.0% | +233.9% | +240.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling