+33.6%
SPXL vs SHAK
-32.1%
+65.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.3% |
| 7D | -1.3% | -7.2% | +5.9% | 0.0% |
| 30D | -5.0% | -11.8% | +6.8% | -3.0% |
| 3M | +7.6% | +17.2% | -9.6% | +3.9% |
| 6M | +33.6% | -34.1% | +67.7% | +42.9% |
| All | +33.6% | -32.1% | +65.7% | +42.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling