+364.9%
SPY vs SHAK
+43.4%
+321.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.1% |
| 7D | +0.5% | -0.3% | +0.9% | +0.6% |
| 30D | -0.9% | -5.2% | +4.3% | -0.2% |
| 3M | +3.9% | +27.3% | -23.4% | -0.4% |
| 6M | +14.5% | -27.9% | +42.4% | +18.4% |
| YTD | +12.9% | -17.0% | +29.9% | +13.8% |
| 1Y | +19.4% | -30.9% | +50.3% | +23.5% |
| 3Y | +78.5% | +3.4% | +75.1% | +67.6% |
| 5Y | +81.8% | -20.5% | +102.2% | +71.2% |
| 10Y | +311.5% | +88.3% | +223.3% | +223.4% |
| All | +364.9% | +43.4% | +321.5% | +268.4% |
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