+76.5%
SHAZ vs SPY
+13.2%
+63.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +3.0% |
| 7D | +6.8% | +0.1% | +6.7% | +6.4% |
| 30D | -1.9% | +0.1% | -1.9% | -1.7% |
| 3M | -26.4% | +2.0% | -28.4% | -30.0% |
| 6M | +190.3% | +13.0% | +177.3% | +114.0% |
| All | +76.5% | +13.2% | +63.3% | +30.2% |
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