+363.4%
VOO vs SHAK
+31.3%
+332.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -2.0% | -11.0% | +9.0% | -0.3% |
| 30D | -1.7% | -14.0% | +12.4% | +0.6% |
| 3M | +4.7% | +13.3% | -8.5% | +2.2% |
| 6M | +12.6% | -35.3% | +47.9% | +18.3% |
| YTD | +11.8% | -24.0% | +35.7% | +14.1% |
| 1Y | +17.5% | -36.7% | +54.2% | +23.2% |
| 3Y | +77.0% | -5.4% | +82.4% | +68.2% |
| 5Y | +82.6% | -24.9% | +107.5% | +73.3% |
| 10Y | +320.0% | +79.6% | +240.4% | +232.2% |
| All | +363.4% | +31.3% | +332.1% | +270.5% |
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