-38.8%
SHAK vs SPY
+18.1%
-56.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.1% |
| 7D | -8.3% | -0.8% | -7.5% | -7.3% |
| 30D | -12.6% | -1.1% | -11.6% | -11.4% |
| 3M | +9.1% | +3.9% | +5.3% | +3.7% |
| 6M | -31.2% | +13.6% | -44.9% | -43.9% |
| YTD | -21.6% | +12.7% | -34.3% | -35.1% |
| 1Y | -38.8% | +17.5% | -56.3% | -53.5% |
| All | -38.8% | +18.1% | -56.9% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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