-80.5%
FCUV vs SHAK
-34.0%
-46.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.1% | -13.8% | -13.7% |
| 7D | +62.8% | -0.7% | +63.5% | +62.8% |
| 30D | +66.5% | -6.6% | +73.1% | +66.8% |
| 3M | +459.9% | +30.1% | +429.9% | +440.9% |
| 6M | -12.4% | -28.7% | +16.4% | -5.1% |
| YTD | -47.5% | -14.5% | -33.0% | -46.5% |
| 1Y | -80.5% | -31.9% | -48.6% | -77.9% |
| All | -80.5% | -34.0% | -46.5% | -77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling