+566.1%
XYZ vs SHAK
+91.5%
+474.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -2.6% |
| 7D | -2.1% | +4.1% | -6.2% | -3.9% |
| 30D | +7.0% | +2.3% | +4.7% | +6.0% |
| 3M | +5.1% | -0.2% | +5.3% | +4.4% |
| 6M | +14.1% | +10.1% | +4.0% | +6.7% |
| YTD | +26.4% | -10.5% | +36.8% | +24.7% |
| 1Y | +25.1% | -22.4% | +47.5% | +31.4% |
| 3Y | +59.7% | +32.1% | +27.7% | +18.2% |
| 5Y | -63.8% | -14.0% | -49.8% | -67.9% |
| All | +566.1% | +91.5% | +474.6% | +271.5% |
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