+604.5%
XYZ vs SHAK
+77.6%
+526.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | +2.0% |
| 7D | -3.7% | -7.2% | +3.5% | -0.5% |
| 30D | +0.5% | -11.8% | +12.3% | +6.1% |
| 3M | +16.3% | +17.2% | -0.9% | +7.1% |
| 6M | +21.1% | -34.1% | +55.3% | +39.3% |
| YTD | +22.0% | -22.4% | +44.4% | +29.1% |
| 1Y | +5.2% | -35.9% | +41.1% | +20.8% |
| 3Y | +49.6% | -3.4% | +52.9% | +29.4% |
| 5Y | -68.4% | -25.4% | -43.0% | -70.3% |
| 10Y | +604.5% | +83.4% | +521.1% | +332.5% |
| All | +604.5% | +77.6% | +526.9% | +332.5% |
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 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