+343.3%
SPGI vs SHAK
+97.6%
+245.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.6% |
| 7D | +1.2% | +4.3% | -3.1% | +0.5% |
| 30D | +15.9% | +9.0% | +6.9% | +14.1% |
| 3M | +12.3% | +1.8% | +10.5% | +11.6% |
| 6M | +23.7% | +17.3% | +6.4% | +19.3% |
| YTD | -3.5% | -7.6% | +4.1% | -4.9% |
| 1Y | +0.4% | -16.9% | +17.3% | +0.7% |
| 3Y | +29.9% | +35.1% | -5.2% | +13.3% |
| 5Y | +15.2% | -11.3% | +26.4% | +4.4% |
| All | +343.3% | +97.6% | +245.8% | +199.4% |
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