+505.0%
FAST vs SHAK
+47.7%
+457.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | -0.8% | -6.6% | +5.9% | +0.1% |
| 3M | +5.8% | +30.1% | -24.3% | +1.5% |
| 6M | +8.0% | -28.7% | +36.7% | +11.6% |
| YTD | +25.6% | -14.5% | +40.1% | +26.2% |
| 1Y | +0.8% | -31.9% | +32.7% | +4.3% |
| 3Y | +86.1% | -1.0% | +87.1% | +75.7% |
| 5Y | +100.2% | -18.7% | +118.9% | +87.4% |
| 10Y | +494.2% | +98.1% | +396.1% | +352.7% |
| All | +505.0% | +47.7% | +457.3% | +339.8% |
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 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