-68.2%
XYZ vs SHAK
-20.7%
-47.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -1.7% |
| 7D | +2.9% | -0.3% | +3.2% | +3.1% |
| 30D | +1.4% | -5.2% | +6.6% | +4.2% |
| 3M | +14.6% | +27.3% | -12.7% | -0.6% |
| 6M | +20.8% | -27.9% | +48.6% | +35.5% |
| YTD | +23.1% | -17.0% | +40.0% | +26.0% |
| 1Y | +5.6% | -30.9% | +36.6% | +19.2% |
| 3Y | +50.9% | +3.4% | +47.5% | +9.8% |
| All | -68.2% | -20.7% | -47.5% | -75.4% |
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