+83.3%
F vs SHAK
+47.7%
+35.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +5.3% | -0.7% | +6.0% | +5.5% |
| 30D | +4.6% | -6.6% | +11.2% | +6.2% |
| 3M | -3.7% | +30.1% | -33.7% | -9.8% |
| 6M | +16.8% | -28.7% | +45.6% | +23.1% |
| YTD | +15.3% | -14.5% | +29.8% | +15.8% |
| 1Y | +31.0% | -31.9% | +62.9% | +38.2% |
| 3Y | +45.4% | -1.0% | +46.4% | +33.3% |
| 5Y | +54.7% | -18.7% | +73.4% | +41.0% |
| 10Y | +98.2% | +98.1% | +0.1% | +42.0% |
| All | +83.3% | +47.7% | +35.7% | +34.0% |
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