-55.9%
W vs SHAK
-12.1%
-43.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -1.8% |
| 7D | +0.2% | +4.3% | -4.1% | -2.8% |
| 30D | +6.8% | +9.0% | -2.2% | +0.6% |
| 3M | +10.7% | +1.8% | +8.8% | +7.9% |
| 6M | +86.3% | +17.3% | +69.0% | +59.1% |
| YTD | +11.5% | -7.6% | +19.1% | +4.7% |
| 1Y | +5.1% | -16.9% | +22.0% | +6.5% |
| 3Y | +171.0% | +35.1% | +135.9% | +40.3% |
| All | -55.9% | -12.1% | -43.8% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling