+35.3%
W vs SHAK
-3.6%
+38.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +3.3% |
| 7D | +5.9% | -7.2% | +13.1% | +9.6% |
| 30D | -3.0% | -11.8% | +8.8% | +2.7% |
| 3M | +40.3% | +17.2% | +23.2% | +28.1% |
| 6M | +32.2% | -34.1% | +66.4% | +53.2% |
| YTD | -0.3% | -22.4% | +22.1% | +5.4% |
| 1Y | +16.2% | -35.9% | +52.1% | +35.4% |
| All | +35.3% | -3.6% | +38.9% | +12.3% |
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