-99.7%
SPXS vs SHAK
+31.3%
-131.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +3.9% | +0.9% |
| 7D | +6.4% | -11.0% | +17.3% | +1.0% |
| 30D | +6.0% | -14.0% | +20.0% | -0.7% |
| 3M | -11.6% | +13.3% | -24.9% | -5.2% |
| 6M | -28.7% | -35.3% | +6.6% | -39.0% |
| YTD | -26.3% | -24.0% | -2.3% | -31.2% |
| 1Y | -34.9% | -36.7% | +1.8% | -43.7% |
| 3Y | -79.5% | -5.4% | -74.1% | -74.2% |
| 5Y | -85.9% | -24.9% | -61.0% | -79.7% |
| 10Y | -99.5% | +79.6% | -179.2% | -98.6% |
| All | -99.7% | +31.3% | -131.0% | -99.2% |
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