+133.6%
SPG vs SHAK
+36.4%
+97.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -0.8% |
| 7D | +2.0% | +4.3% | -2.3% | +1.2% |
| 30D | +17.2% | +9.0% | +8.2% | +15.4% |
| 3M | +6.3% | +1.8% | +4.5% | +5.6% |
| 6M | +18.7% | +17.3% | +1.4% | +14.3% |
| YTD | +30.1% | -7.6% | +37.7% | +28.4% |
| 1Y | +32.8% | -16.9% | +49.7% | +33.8% |
| 3Y | +133.6% | +35.1% | +98.5% | +101.7% |
| All | +133.6% | +36.4% | +97.2% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling