+363.6%
SPYM vs SHAK
+34.1%
+329.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.5% |
| 7D | -0.4% | -7.2% | +6.8% | +0.8% |
| 30D | -1.4% | -11.8% | +10.4% | +0.5% |
| 3M | +3.7% | +17.2% | -13.4% | +0.7% |
| 6M | +13.0% | -34.1% | +47.2% | +18.5% |
| YTD | +12.5% | -22.4% | +34.8% | +14.5% |
| 1Y | +18.6% | -35.9% | +54.5% | +24.1% |
| 3Y | +78.0% | -3.4% | +81.4% | +68.7% |
| 5Y | +82.3% | -25.4% | +107.7% | +73.3% |
| 10Y | +322.9% | +83.4% | +239.4% | +234.6% |
| All | +363.6% | +34.1% | +329.5% | +267.8% |
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