+252.8%
SPOT vs SHAK
+55.5%
+197.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | 0.0% |
| 7D | -3.1% | -8.3% | +5.2% | -0.9% |
| 30D | +7.4% | -12.6% | +20.0% | +11.0% |
| 3M | +8.2% | +9.1% | -0.9% | +4.9% |
| 6M | +2.2% | -31.2% | +33.5% | +9.1% |
| YTD | -9.5% | -21.6% | +12.1% | -7.3% |
| 1Y | -23.8% | -38.8% | +14.9% | -16.9% |
| 3Y | +233.5% | +0.6% | +232.9% | +195.9% |
| 5Y | +112.2% | -22.5% | +134.7% | +92.1% |
| All | +252.8% | +55.5% | +197.4% | +161.5% |
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