+62.0%
SPG vs SHAK
+81.5%
-19.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.7% |
| 7D | -2.2% | -11.0% | +8.8% | +1.2% |
| 30D | -5.8% | -14.0% | +8.3% | -1.6% |
| 3M | -2.8% | +13.3% | -16.0% | -7.5% |
| 6M | +8.9% | -35.3% | +44.2% | +19.8% |
| YTD | +14.3% | -24.0% | +38.3% | +18.6% |
| 1Y | +19.5% | -36.7% | +56.2% | +30.5% |
| 3Y | +106.9% | -5.4% | +112.2% | +81.7% |
| 5Y | +108.7% | -24.9% | +133.6% | +84.4% |
| All | +62.0% | +81.5% | -19.5% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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