+124.8%
TROW vs SHAK
+87.2%
+37.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.3% | -1.9% |
| 7D | -3.2% | -8.3% | +5.1% | -1.2% |
| 30D | -4.6% | -12.6% | +8.0% | -1.6% |
| 3M | -0.7% | +9.1% | -9.8% | -3.6% |
| 6M | +22.2% | -31.2% | +53.5% | +30.1% |
| YTD | +6.6% | -21.6% | +28.2% | +9.2% |
| 1Y | +5.8% | -38.8% | +44.6% | +15.1% |
| 3Y | +11.6% | +0.6% | +11.0% | +1.3% |
| 5Y | -38.9% | -22.5% | -16.4% | -43.9% |
| All | +124.8% | +87.2% | +37.6% | +49.4% |
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