+115.0%
FCX vs SHAK
-27.4%
+142.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.5% | -6.1% |
| 7D | -1.9% | -11.0% | +9.1% | +0.9% |
| 30D | +3.4% | -14.0% | +17.4% | +7.2% |
| 3M | +15.0% | +13.3% | +1.7% | +11.0% |
| 6M | +14.6% | -35.3% | +50.0% | +24.5% |
| YTD | +41.2% | -24.0% | +65.2% | +46.6% |
| 1Y | +60.4% | -36.7% | +97.1% | +74.1% |
| 3Y | +88.4% | -5.4% | +93.8% | +73.7% |
| 5Y | +115.0% | -24.9% | +139.9% | +83.7% |
| All | +115.0% | -27.4% | +142.5% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling