+425.6%
SGI vs SHAK
+34.1%
+391.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | +0.1% |
| 7D | +0.6% | -7.2% | +7.8% | +2.8% |
| 30D | +5.5% | -11.8% | +17.3% | +9.5% |
| 3M | -3.6% | +17.2% | -20.8% | -8.8% |
| 6M | -15.0% | -34.1% | +19.1% | -5.6% |
| YTD | -23.0% | -22.4% | -0.7% | -18.9% |
| 1Y | -18.4% | -35.9% | +17.5% | -9.7% |
| 3Y | +57.8% | -3.4% | +61.1% | +44.2% |
| 5Y | +51.5% | -25.4% | +76.9% | +42.3% |
| 10Y | +275.2% | +83.4% | +191.7% | +158.9% |
| All | +425.6% | +34.1% | +391.6% | +285.7% |
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