+46.8%
SHAK vs SPY
+362.3%
-315.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.1% |
| 7D | -0.3% | +0.5% | -0.9% | -1.0% |
| 30D | -5.2% | -0.9% | -4.3% | -4.0% |
| 3M | +27.3% | +3.9% | +23.4% | +20.5% |
| 6M | -27.9% | +14.5% | -42.4% | -40.0% |
| YTD | -17.0% | +12.9% | -29.9% | -29.5% |
| 1Y | -30.9% | +19.4% | -50.3% | -45.6% |
| 3Y | +3.4% | +78.5% | -75.1% | -51.2% |
| 5Y | -20.5% | +81.8% | -102.2% | -62.1% |
| 10Y | +88.3% | +311.5% | -223.3% | -66.4% |
| All | +46.8% | +362.3% | -315.5% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling