+225.7%
VIK vs SHAK
-39.4%
+265.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.1% |
| 7D | -0.9% | -8.3% | +7.4% | +1.9% |
| 30D | -18.4% | -12.6% | -5.8% | -14.9% |
| 3M | -8.8% | +9.1% | -17.9% | -12.7% |
| 6M | +17.1% | -31.2% | +48.4% | +29.7% |
| YTD | +19.0% | -21.6% | +40.6% | +24.8% |
| 1Y | +30.1% | -38.8% | +68.9% | +49.6% |
| All | +225.7% | -39.4% | +265.1% | +287.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling