+112.0%
TROW vs SHAK
+31.3%
+80.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | -3.0% | -11.0% | +8.0% | -0.6% |
| 30D | -5.5% | -14.0% | +8.6% | -2.5% |
| 3M | +2.3% | +13.3% | -11.0% | -1.2% |
| 6M | +23.9% | -35.3% | +59.2% | +32.8% |
| YTD | +7.9% | -24.0% | +31.9% | +11.1% |
| 1Y | +6.1% | -36.7% | +42.8% | +13.3% |
| 3Y | +13.8% | -5.4% | +19.2% | +6.9% |
| 5Y | -38.2% | -24.9% | -13.3% | -41.7% |
| 10Y | +131.3% | +79.6% | +51.6% | +76.4% |
| All | +112.0% | +31.3% | +80.8% | +64.1% |
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