+2.9%
SPGI vs SHAK
-21.2%
+24.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.8% | -0.5% | +3.1% |
| 7D | +7.2% | +8.3% | -1.1% | +6.6% |
| 30D | +23.2% | +16.7% | +6.5% | +21.9% |
| 3M | +17.0% | +10.0% | +7.1% | +16.2% |
| 6M | +20.4% | -23.8% | +44.2% | +20.4% |
| YTD | -1.9% | -10.3% | +8.4% | -2.9% |
| 1Y | +2.9% | -22.9% | +25.8% | +1.9% |
| All | +2.9% | -21.2% | +24.1% | +1.9% |
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 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