-16.8%
FDS vs SHAK
-34.0%
+17.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.7% | -3.5% |
| 7D | -1.9% | -0.7% | -1.2% | -1.9% |
| 30D | +9.0% | -6.6% | +15.6% | +9.2% |
| 3M | +18.9% | +30.1% | -11.2% | +18.9% |
| 6M | +35.1% | -28.7% | +63.9% | +30.5% |
| YTD | +5.5% | -14.5% | +20.0% | +1.6% |
| 1Y | -16.8% | -31.9% | +15.1% | -18.7% |
| All | -16.8% | -34.0% | +17.2% | -18.7% |
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 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