+569.0%
FAST vs SHAK
+64.1%
+504.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.3% | -4.3% | +2.0% |
| 7D | +3.8% | +6.5% | -2.6% | +2.9% |
| 30D | +8.1% | +15.3% | -7.2% | +5.8% |
| 3M | +5.8% | +8.5% | -2.7% | +4.3% |
| 6M | +24.9% | +10.0% | +14.9% | +22.1% |
| YTD | +38.9% | -5.0% | +43.9% | +37.1% |
| 1Y | +36.5% | -15.3% | +51.8% | +36.8% |
| 3Y | +98.1% | +40.7% | +57.5% | +77.3% |
| 5Y | +109.3% | -7.9% | +117.3% | +92.9% |
| 10Y | +547.9% | +132.0% | +416.0% | +383.1% |
| All | +569.0% | +64.1% | +504.8% | +377.8% |
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