+11.5%
SPMO vs SHAK
-21.2%
+32.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.7% | -1.1% |
| 7D | -8.9% | +8.3% | -17.2% | -9.4% |
| 30D | -13.8% | +16.7% | -30.5% | -14.7% |
| 3M | -12.5% | +10.0% | -22.5% | -13.2% |
| 6M | -1.5% | -23.8% | +22.3% | +1.6% |
| YTD | +11.3% | -10.3% | +21.6% | +13.1% |
| 1Y | +11.5% | -22.9% | +34.4% | +17.1% |
| All | +11.5% | -21.2% | +32.7% | +17.1% |
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