+47.5%
SGI vs SHAK
-27.4%
+74.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.4% |
| 7D | -4.9% | -11.0% | +6.1% | -1.2% |
| 30D | +1.6% | -14.0% | +15.6% | +6.7% |
| 3M | -3.2% | +13.3% | -16.4% | -7.8% |
| 6M | -16.0% | -35.3% | +19.3% | -5.1% |
| YTD | -25.4% | -24.0% | -1.4% | -20.4% |
| 1Y | -21.6% | -36.7% | +15.1% | -11.8% |
| 3Y | +52.9% | -5.4% | +58.2% | +33.6% |
| 5Y | +47.5% | -24.9% | +72.4% | +24.2% |
| All | +47.5% | -27.4% | +74.9% | +24.2% |
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 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