-24.9%
SHAK vs SPY
+79.8%
-104.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.2% |
| 7D | -11.0% | -2.0% | -9.0% | -8.2% |
| 30D | -14.0% | -1.7% | -12.4% | -11.8% |
| 3M | +13.3% | +4.7% | +8.5% | +5.4% |
| 6M | -35.3% | +12.5% | -47.8% | -46.0% |
| YTD | -24.0% | +11.7% | -35.7% | -35.8% |
| 1Y | -36.7% | +17.5% | -54.2% | -50.5% |
| 3Y | -5.4% | +76.6% | -81.9% | -59.3% |
| 5Y | -24.9% | +82.0% | -106.9% | -67.4% |
| All | -24.9% | +79.8% | -104.7% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling