+106.8%
FAST vs SHAK
-22.1%
+128.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.1% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | -4.7% | -5.2% | +0.5% | -4.2% |
| 3M | +7.9% | +27.3% | -19.3% | +4.4% |
| 6M | +7.4% | -27.9% | +35.3% | +10.4% |
| YTD | +25.1% | -17.0% | +42.0% | +26.0% |
| 1Y | +4.7% | -30.9% | +35.6% | +7.7% |
| 3Y | +94.7% | +3.4% | +91.3% | +82.3% |
| 5Y | +106.8% | -20.5% | +127.2% | +89.9% |
| All | +106.8% | -22.1% | +128.8% | +89.9% |
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