-18.9%
SGI vs SHAK
-34.0%
+15.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +8.5% | -0.7% | +9.2% | +8.8% |
| 30D | +0.7% | -6.6% | +7.3% | +2.7% |
| 3M | +0.6% | +30.1% | -29.5% | -7.5% |
| 6M | -17.9% | -28.7% | +10.8% | -10.3% |
| YTD | -21.2% | -14.5% | -6.7% | -15.5% |
| 1Y | -18.9% | -31.9% | +13.0% | -11.0% |
| All | -18.9% | -34.0% | +15.2% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling