+262.8%
SGI vs SHAK
+87.2%
+175.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | -0.1% |
| 7D | -4.5% | -8.3% | +3.8% | -1.6% |
| 30D | +4.2% | -12.6% | +16.8% | +9.1% |
| 3M | -7.4% | +9.1% | -16.6% | -11.1% |
| 6M | -15.1% | -31.2% | +16.2% | -5.6% |
| YTD | -24.7% | -21.6% | -3.1% | -20.5% |
| 1Y | -21.8% | -38.8% | +17.0% | -10.6% |
| 3Y | +50.0% | +0.6% | +49.4% | +30.7% |
| 5Y | +48.9% | -22.5% | +71.5% | +34.0% |
| All | +262.8% | +87.2% | +175.6% | +84.2% |
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