+63.7%
VIG vs SHAK
-22.8%
+86.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | +0.3% |
| 7D | -1.1% | -8.3% | +7.2% | 0.0% |
| 30D | -2.7% | -12.6% | +9.9% | -1.2% |
| 3M | +2.5% | +9.1% | -6.6% | +1.0% |
| 6M | +9.2% | -31.2% | +40.5% | +13.0% |
| YTD | +9.8% | -21.6% | +31.4% | +11.3% |
| 1Y | +12.4% | -38.8% | +51.2% | +17.6% |
| 3Y | +55.9% | +0.6% | +55.3% | +46.8% |
| All | +63.7% | -22.8% | +86.5% | +54.0% |
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 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