+79.0%
SHAZ vs SPY
+12.1%
+67.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | 0.0% |
| 7D | +4.5% | -0.4% | +4.9% | +5.6% |
| 30D | +7.7% | -1.4% | +9.1% | +13.0% |
| 3M | -10.5% | +3.7% | -14.2% | -18.1% |
| 6M | +205.3% | +13.0% | +192.3% | +132.1% |
| All | +79.0% | +12.1% | +67.0% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling