+408.3%
W vs SHAK
+47.7%
+360.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -4.2% | -0.7% | -3.5% | -3.8% |
| 30D | -7.6% | -6.6% | -0.9% | -4.7% |
| 3M | +37.2% | +30.1% | +7.1% | +20.6% |
| 6M | +26.3% | -28.7% | +55.1% | +40.3% |
| YTD | -1.0% | -14.5% | +13.5% | +1.1% |
| 1Y | +20.1% | -31.9% | +52.0% | +35.2% |
| 3Y | +37.8% | -1.0% | +38.7% | +26.1% |
| 5Y | -63.7% | -18.7% | -45.0% | -64.2% |
| 10Y | +156.3% | +98.1% | +58.2% | +81.2% |
| All | +408.3% | +47.7% | +360.7% | +231.2% |
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