+524.8%
FAST vs SHAK
+81.5%
+443.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.8% |
| 7D | -0.4% | -11.0% | +10.5% | +1.3% |
| 30D | -6.4% | -14.0% | +7.6% | -4.3% |
| 3M | +7.1% | +13.3% | -6.2% | +4.6% |
| 6M | +7.0% | -35.3% | +42.3% | +12.5% |
| YTD | +24.1% | -24.0% | +48.1% | +26.9% |
| 1Y | +4.4% | -36.7% | +41.1% | +9.5% |
| 3Y | +93.2% | -5.4% | +98.6% | +81.4% |
| 5Y | +106.4% | -24.9% | +131.3% | +93.1% |
| All | +524.8% | +81.5% | +443.3% | +323.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling