+278.8%
VIG vs SHAK
+31.3%
+247.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -2.2% | -11.0% | +8.7% | -0.8% |
| 30D | -3.2% | -14.0% | +10.8% | -1.4% |
| 3M | +3.0% | +13.3% | -10.2% | +1.0% |
| 6M | +8.1% | -35.3% | +43.5% | +12.7% |
| YTD | +9.1% | -24.0% | +33.0% | +11.0% |
| 1Y | +12.6% | -36.7% | +49.3% | +17.1% |
| 3Y | +55.4% | -5.4% | +60.7% | +48.8% |
| 5Y | +62.8% | -24.9% | +87.7% | +55.4% |
| 10Y | +246.6% | +79.6% | +167.0% | +182.1% |
| All | +278.8% | +31.3% | +247.6% | +209.9% |
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