-29.1%
TEVA vs SHAK
+35.4%
-64.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.1% | +1.5% |
| 7D | +2.0% | -8.3% | +10.3% | +3.5% |
| 30D | +1.0% | -12.6% | +13.6% | +3.3% |
| 3M | +7.3% | +9.1% | -1.8% | +5.0% |
| 6M | +21.7% | -31.2% | +53.0% | +27.6% |
| YTD | +18.8% | -21.6% | +40.4% | +21.3% |
| 1Y | +86.5% | -38.8% | +125.3% | +98.3% |
| 3Y | +269.4% | +0.6% | +268.8% | +244.8% |
| 5Y | +303.6% | -22.5% | +326.1% | +276.9% |
| 10Y | -22.9% | +85.3% | -108.2% | -41.8% |
| All | -29.1% | +35.4% | -64.5% | -46.1% |
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 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