+29.3%
V vs SHAK
-21.2%
+50.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.8% | 0.0% | +3.5% |
| 7D | +9.0% | +8.3% | +0.6% | +8.3% |
| 30D | +18.1% | +16.7% | +1.4% | +16.6% |
| 3M | +18.3% | +10.0% | +8.4% | +17.2% |
| 6M | +34.1% | -23.8% | +57.9% | +35.9% |
| YTD | +25.2% | -10.3% | +35.5% | +22.6% |
| 1Y | +29.3% | -22.9% | +52.2% | +28.2% |
| All | +29.3% | -21.2% | +50.6% | +28.2% |
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