+572.3%
FAST vs SHAK
+61.5%
+510.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +4.8% | +8.2% | -3.4% | +3.6% |
| 30D | +8.6% | +13.5% | -4.8% | +6.6% |
| 3M | +5.7% | +6.2% | -0.5% | +4.5% |
| 6M | +25.5% | +8.2% | +17.3% | +23.0% |
| YTD | +39.6% | -6.5% | +46.1% | +38.1% |
| 1Y | +35.5% | -19.2% | +54.7% | +36.7% |
| 3Y | +96.2% | +37.9% | +58.3% | +76.0% |
| 5Y | +110.2% | -9.5% | +119.7% | +94.1% |
| 10Y | +531.8% | +106.2% | +425.6% | +376.7% |
| All | +572.3% | +61.5% | +510.8% | +381.3% |
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