+547.1%
XYZ vs SHAK
+77.8%
+469.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.3% | +1.4% |
| 7D | -1.1% | +4.3% | -5.4% | -2.8% |
| 30D | +11.5% | +9.0% | +2.5% | +7.5% |
| 3M | +1.8% | +1.8% | 0.0% | +0.3% |
| 6M | +21.2% | +17.3% | +3.9% | +10.6% |
| YTD | +29.9% | -7.6% | +37.6% | +26.8% |
| 1Y | +35.8% | -16.9% | +52.7% | +38.2% |
| 3Y | +62.6% | +35.1% | +27.5% | +21.8% |
| 5Y | -62.8% | -11.3% | -51.5% | -67.0% |
| 10Y | +612.0% | +98.8% | +513.1% | +313.4% |
| All | +547.1% | +77.8% | +469.3% | +267.7% |
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 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