+228.2%
TER vs SHAK
-25.9%
+254.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.5% | +9.6% | +5.2% |
| 7D | +12.4% | -7.2% | +19.6% | +14.9% |
| 30D | +5.1% | -11.8% | +16.9% | +9.3% |
| 3M | +4.0% | +17.2% | -13.2% | -3.5% |
| 6M | +29.5% | -34.1% | +63.7% | +44.5% |
| YTD | +98.5% | -22.4% | +120.8% | +108.3% |
| 1Y | +234.1% | -35.9% | +270.0% | +273.0% |
| 3Y | +289.0% | -3.4% | +292.4% | +251.3% |
| 5Y | +228.2% | -25.4% | +253.6% | +199.3% |
| All | +228.2% | -25.9% | +254.0% | +199.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling