+618.0%
V vs SHAK
+54.6%
+563.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.7% |
| 7D | -0.4% | +4.1% | -4.5% | -1.1% |
| 30D | +6.3% | +2.3% | +4.0% | +5.8% |
| 3M | +17.2% | -0.2% | +17.4% | +16.8% |
| 6M | +29.2% | +10.1% | +19.2% | +25.9% |
| YTD | +20.8% | -10.5% | +31.2% | +19.8% |
| 1Y | +25.0% | -22.4% | +47.4% | +27.0% |
| 3Y | +75.3% | +32.1% | +43.2% | +55.2% |
| 5Y | +105.8% | -14.0% | +119.8% | +89.8% |
| 10Y | +451.9% | +92.7% | +359.1% | +318.5% |
| All | +618.0% | +54.6% | +563.3% | +446.4% |
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