+1,199.1%
SPXL vs SHAK
+87.2%
+1,111.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.7% | +0.8% |
| 7D | -2.5% | -8.3% | +5.7% | +1.8% |
| 30D | -4.2% | -12.6% | +8.4% | +2.3% |
| 3M | +8.1% | +9.1% | -1.0% | +1.3% |
| 6M | +35.6% | -31.2% | +66.9% | +54.2% |
| YTD | +28.8% | -21.6% | +50.4% | +35.0% |
| 1Y | +39.8% | -38.8% | +78.6% | +66.0% |
| 3Y | +221.4% | +0.6% | +220.8% | +166.2% |
| 5Y | +146.9% | -22.5% | +169.5% | +122.5% |
| All | +1,199.1% | +87.2% | +1,111.9% | +535.1% |
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 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