+69.6%
V vs SHAK
-27.4%
+97.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.3% |
| 7D | -3.0% | -11.0% | +7.9% | -1.3% |
| 30D | +1.2% | -14.0% | +15.2% | +3.6% |
| 3M | +13.9% | +13.3% | +0.7% | +11.0% |
| 6M | +17.2% | -35.3% | +52.6% | +23.6% |
| YTD | +5.3% | -24.0% | +29.3% | +7.5% |
| 1Y | +9.5% | -36.7% | +46.2% | +15.0% |
| 3Y | +51.9% | -5.4% | +57.3% | +40.3% |
| 5Y | +69.6% | -24.9% | +94.5% | +59.3% |
| All | +69.6% | -27.4% | +97.0% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling