+11.2%
SPYG vs SHAK
-21.2%
+32.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.6% | +1.0% |
| 7D | -2.8% | +8.3% | -11.1% | -3.3% |
| 30D | -6.2% | +16.7% | -22.9% | -7.2% |
| 3M | -3.6% | +10.0% | -13.6% | -4.4% |
| 6M | +4.8% | -23.8% | +28.6% | +6.9% |
| YTD | +11.0% | -10.3% | +21.3% | +11.1% |
| 1Y | +11.2% | -22.9% | +34.1% | +15.3% |
| All | +11.2% | -21.2% | +32.5% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling