+115.3%
SPOT vs SHAK
-22.8%
+138.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.2% |
| 7D | -3.1% | -8.3% | +5.2% | -0.5% |
| 30D | +7.4% | -12.6% | +20.0% | +11.7% |
| 3M | +8.2% | +9.1% | -0.9% | +4.3% |
| 6M | +2.2% | -31.2% | +33.5% | +10.4% |
| YTD | -9.5% | -21.6% | +12.1% | -7.2% |
| 1Y | -23.8% | -38.8% | +14.9% | -15.4% |
| 3Y | +233.5% | +0.6% | +232.9% | +168.8% |
| All | +115.3% | -22.8% | +138.1% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling