+18.4%
U vs SHAK
-21.2%
+39.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.8% | +1.1% | +4.1% |
| 7D | +7.5% | +8.3% | -0.8% | +5.7% |
| 30D | -7.0% | +16.7% | -23.7% | -10.0% |
| 3M | +20.6% | +10.0% | +10.6% | +17.1% |
| 6M | +53.2% | -23.8% | +77.0% | +58.1% |
| YTD | -3.9% | -10.3% | +6.4% | -3.8% |
| 1Y | +18.4% | -22.9% | +41.3% | +37.0% |
| All | +18.4% | -21.2% | +39.6% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling