+46.5%
F vs SHAK
-22.1%
+68.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.4% | -3.6% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | +1.2% | -5.2% | +6.5% | +2.5% |
| 3M | -5.7% | +27.3% | -32.9% | -11.4% |
| 6M | +17.9% | -27.9% | +45.8% | +24.2% |
| YTD | +10.4% | -17.0% | +27.4% | +11.5% |
| 1Y | +25.3% | -30.9% | +56.3% | +32.1% |
| 3Y | +37.5% | +3.4% | +34.1% | +20.0% |
| 5Y | +46.5% | -20.5% | +67.0% | +19.2% |
| All | +46.5% | -22.1% | +68.6% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling