+16.5%
SPG vs SHAK
-34.9%
+51.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.2% |
| 7D | -1.2% | -8.3% | +7.1% | -0.4% |
| 30D | -6.1% | -12.6% | +6.5% | -5.0% |
| 3M | -3.6% | +9.1% | -12.8% | -4.7% |
| 6M | +10.4% | -31.2% | +41.7% | +13.9% |
| YTD | +14.4% | -21.6% | +36.0% | +16.1% |
| 1Y | +16.5% | -38.8% | +55.3% | +20.3% |
| All | +16.5% | -34.9% | +51.4% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling