+528.6%
V vs SHAK
+43.4%
+485.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.2% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +1.9% | -5.2% | +7.1% | +2.7% |
| 3M | +15.5% | +27.3% | -11.7% | +10.4% |
| 6M | +16.6% | -27.9% | +44.5% | +20.8% |
| YTD | +5.7% | -17.0% | +22.7% | +6.6% |
| 1Y | +8.6% | -30.9% | +39.5% | +12.6% |
| 3Y | +52.5% | +3.4% | +49.1% | +41.3% |
| 5Y | +67.1% | -20.5% | +87.6% | +55.9% |
| 10Y | +376.8% | +88.3% | +288.5% | +265.9% |
| All | +528.6% | +43.4% | +485.2% | +386.0% |
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 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