-86.2%
SPXS vs SHAK
-22.8%
-63.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.6% | -0.9% |
| 7D | +2.5% | -8.3% | +10.8% | -1.5% |
| 30D | +4.2% | -12.6% | +16.8% | -2.0% |
| 3M | -9.3% | +9.1% | -18.4% | -4.3% |
| 6M | -30.7% | -31.2% | +0.6% | -39.9% |
| YTD | -28.1% | -21.6% | -6.5% | -32.1% |
| 1Y | -35.1% | -38.8% | +3.7% | -46.0% |
| 3Y | -79.6% | +0.6% | -80.2% | -72.0% |
| All | -86.2% | -22.8% | -63.4% | -78.1% |
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 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