+31.6%
FAST vs SHAK
-21.2%
+52.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.3% |
| 7D | +3.4% | +8.3% | -4.9% | +2.6% |
| 30D | +5.5% | +16.7% | -11.2% | +3.7% |
| 3M | +7.6% | +10.0% | -2.4% | +6.1% |
| 6M | +19.8% | -23.8% | +43.6% | +22.7% |
| YTD | +35.5% | -10.3% | +45.7% | +33.4% |
| 1Y | +31.6% | -22.9% | +54.5% | +35.8% |
| All | +31.6% | -21.2% | +52.9% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling