+66.4%
FBTC vs SHAK
-7.6%
+74.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +1.0% |
| 7D | +1.1% | -7.2% | +8.3% | +2.5% |
| 30D | +22.3% | -11.8% | +34.1% | +25.1% |
| 3M | +26.0% | +17.2% | +8.8% | +21.5% |
| 6M | +13.2% | -34.1% | +47.3% | +20.1% |
| YTD | -10.7% | -22.4% | +11.6% | -8.5% |
| 1Y | -30.0% | -35.9% | +6.0% | -25.6% |
| All | +66.4% | -7.6% | +74.0% | +67.6% |
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