+76.9%
SPY vs SHAK
-2.6%
+79.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.4% |
| 7D | -0.8% | -8.3% | +7.5% | +0.3% |
| 30D | -1.1% | -12.6% | +11.6% | +0.6% |
| 3M | +3.9% | +9.1% | -5.3% | +2.2% |
| 6M | +13.6% | -31.2% | +44.9% | +17.9% |
| YTD | +12.7% | -21.6% | +34.3% | +14.1% |
| 1Y | +17.5% | -38.8% | +56.3% | +23.6% |
| 3Y | +76.9% | +0.6% | +76.3% | +70.6% |
| All | +76.9% | -2.6% | +79.6% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling