+155.2%
W vs SHAK
+87.2%
+68.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.0% | -0.6% |
| 7D | -0.9% | -8.3% | +7.4% | +3.7% |
| 30D | -4.2% | -12.6% | +8.4% | +2.7% |
| 3M | +26.9% | +9.1% | +17.8% | +18.9% |
| 6M | +31.2% | -31.2% | +62.5% | +50.6% |
| YTD | -1.8% | -21.6% | +19.8% | +4.5% |
| 1Y | +9.3% | -38.8% | +48.1% | +32.7% |
| 3Y | +33.2% | +0.6% | +32.6% | +14.5% |
| 5Y | -62.4% | -22.5% | -39.9% | -63.4% |
| All | +155.2% | +87.2% | +68.0% | +36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling