+87.5%
SPG vs SHAK
+43.4%
+44.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.0% | +1.9% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -4.9% | -5.2% | +0.3% | -3.8% |
| 3M | +3.3% | +27.3% | -24.0% | -3.7% |
| 6M | +11.2% | -27.9% | +39.1% | +17.3% |
| YTD | +17.1% | -17.0% | +34.0% | +18.3% |
| 1Y | +21.6% | -30.9% | +52.5% | +28.3% |
| 3Y | +111.9% | +3.4% | +108.5% | +89.1% |
| 5Y | +106.9% | -20.5% | +127.4% | +87.5% |
| 10Y | +62.2% | +88.3% | -26.1% | +19.3% |
| All | +87.5% | +43.4% | +44.1% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling