+566.9%
SPMO vs SHAK
+42.9%
+524.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | 0.0% |
| 7D | -0.9% | -8.3% | +7.3% | +0.4% |
| 30D | -1.9% | -12.6% | +10.7% | +0.1% |
| 3M | -1.4% | +9.1% | -10.5% | -3.3% |
| 6M | +25.5% | -31.2% | +56.7% | +30.9% |
| YTD | +24.8% | -21.6% | +46.4% | +27.0% |
| 1Y | +24.5% | -38.8% | +63.3% | +31.5% |
| 3Y | +157.1% | +0.6% | +156.5% | +143.4% |
| 5Y | +149.5% | -22.5% | +172.0% | +136.8% |
| 10Y | +518.1% | +85.3% | +432.8% | +380.6% |
| All | +566.9% | +42.9% | +524.0% | +423.8% |
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