+290.8%
FANG vs SHAK
+35.4%
+255.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.9% |
| 7D | +2.9% | -8.3% | +11.2% | +4.9% |
| 30D | +2.6% | -12.6% | +15.3% | +5.7% |
| 3M | +7.6% | +9.1% | -1.5% | +4.0% |
| 6M | +17.3% | -31.2% | +48.6% | +23.6% |
| YTD | +38.7% | -21.6% | +60.3% | +40.1% |
| 1Y | +51.6% | -38.8% | +90.4% | +62.3% |
| 3Y | +50.0% | +0.6% | +49.3% | +31.6% |
| 5Y | +237.6% | -22.5% | +260.1% | +196.4% |
| 10Y | +180.7% | +85.3% | +95.4% | +87.7% |
| All | +290.8% | +35.4% | +255.3% | +172.0% |
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