+1,851.9%
TER vs SHAK
+87.2%
+1,764.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.6% |
| 7D | +6.4% | -8.3% | +14.6% | +9.0% |
| 30D | -5.7% | -12.6% | +7.0% | -2.0% |
| 3M | -0.4% | +9.1% | -9.5% | -4.8% |
| 6M | +25.8% | -31.2% | +57.1% | +36.8% |
| YTD | +96.4% | -21.6% | +118.0% | +104.5% |
| 1Y | +229.2% | -38.8% | +268.0% | +268.8% |
| 3Y | +288.1% | +0.6% | +287.5% | +254.9% |
| 5Y | +219.9% | -22.5% | +242.5% | +199.2% |
| All | +1,851.9% | +87.2% | +1,764.7% | +1,223.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling