+250.1%
SPOT vs SHAK
+50.7%
+199.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.3% |
| 7D | -6.9% | -11.0% | +4.1% | -4.1% |
| 30D | +4.1% | -14.0% | +18.2% | +8.1% |
| 3M | +3.7% | +13.3% | -9.5% | -0.5% |
| 6M | -1.6% | -35.3% | +33.7% | +6.8% |
| YTD | -10.2% | -24.0% | +13.8% | -7.2% |
| 1Y | -25.9% | -36.7% | +10.8% | -20.1% |
| 3Y | +235.6% | -5.4% | +241.0% | +202.8% |
| 5Y | +110.6% | -24.9% | +135.5% | +92.2% |
| All | +250.1% | +50.7% | +199.4% | +161.6% |
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