+84.1%
F vs SHAK
+77.6%
+6.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.5% | +2.6% | -2.3% |
| 7D | -4.9% | -7.2% | +2.3% | -3.0% |
| 30D | -2.9% | -11.8% | +8.9% | +0.3% |
| 3M | -9.1% | +17.2% | -26.2% | -13.4% |
| 6M | +12.9% | -34.1% | +47.1% | +22.3% |
| YTD | +6.1% | -22.4% | +28.4% | +9.2% |
| 1Y | +22.5% | -35.9% | +58.4% | +32.1% |
| 3Y | +32.1% | -3.4% | +35.4% | +18.9% |
| 5Y | +43.7% | -25.4% | +69.2% | +30.8% |
| 10Y | +84.1% | +83.4% | +0.7% | +16.4% |
| All | +84.1% | +77.6% | +6.5% | +16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling