+37.5%
F vs SHAK
+1.3%
+36.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.4% | -3.7% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | +1.2% | -5.2% | +6.5% | +2.2% |
| 3M | -5.7% | +27.3% | -32.9% | -10.0% |
| 6M | +17.9% | -27.9% | +45.8% | +22.8% |
| YTD | +10.4% | -17.0% | +27.4% | +11.2% |
| 1Y | +25.3% | -30.9% | +56.3% | +30.7% |
| 3Y | +37.5% | +3.4% | +34.1% | +16.3% |
| All | +37.5% | +1.3% | +36.2% | +16.3% |
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 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